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  • Deep Learning for Liability-Driven Investment
    optimization of a dynamic asset allocation strategy is difficult to achieve with dynamic programming, whose ... construct a framework for learning the optimal dynamic strategic asset allocation plan for LDI, one can ...

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    • Authors: Kailan Shang
    • Date: Feb 2022
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments; Predictive Analytics
  • Market Consistent Valuation of Fixed Indexed Annuity
    Market Consistent Valuation of Fixed Indexed Annuity it discusses the framework and modeling of ... covering all possible risk variables, for SII. Dynamic policyholder behaviors are very relevant to FIA ...

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    • Authors: Jing Fritz
    • Date: Feb 2022
    • Competency: Strategic Insight and Integration
    • Publication Name: Risk Management
    • Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Finance & Investments; Finance & Investments>Economic value