1
-
6
of
6
results (0.48 seconds)
Sort By:
-
Variable Payout Annuities
Variable Payout Annuities In this paper, the authors assess the value of a GSA-type annuity within a retiree's portfolio. ... Annuitization Scheme (GSA) ;Plan design 6442464946 12/17/2015 12:00:00 AM ...- Authors: Phelim Boyle, Mary Hardy, Anne MacKay, David Morris Saunders
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Plan design
-
Variable Payout Annuities
Variable Payout Annuities In this paper, the authors assess the value of a GSA-type annuity within ... Scott, SOA Research Administrator 6442472966 12/17/2015 12:00:00 AM Phelim Boyle Mary Hardy Anne MacKay ...- Authors: Phelim Boyle, Mary Hardy, Anne MacKay, David Morris Saunders
- Date: Dec 2015
-
The 1/n Pension Investment Puzzle
this puzzle. 3See Panjer et al [17] for more details. 4See Panjer et al [17] for a definition and interpretation ... In this case we can solve (2)-(3) analytically [17] to find the optimal portfolio: x∗(τ) = xmin + τ∆xrisk ...- Authors: Phelim Boyle, Heath Windcliff
- Date: Jan 2004
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Pension investments & asset liability management
-
Population Waves and Fertility Fluctuations: Social Security Implications
Canada 1981 Time* RA YA TD 0 15.7 57.0 72.7 10 17 ,6 36.3 53 .9 20 19 .2 28 .8 48 .0 30 22 ... age interval. In Brown's paper the intervals are 0-17, 18-64 and 65+, whereas the present paper uses 0-20 ...- Authors: Phelim Boyle, Ruth Freedman
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House; Transactions of the SOA
- Topics: Demography
-
Immunization Under Stochastic Models of the Term Structure
Immunization Under Stochastic Models of the Term Structure The purpose of this paper is to survey ... =O). Further the immunization position given by (17) is valid only for the current interest rate and ...- Authors: Phelim Boyle
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Modeling & Statistical Methods>Stochastic models
-
Option Bounds in Discrete Time with Transaction Costs
Option Bounds in Discrete Time with Transaction Costs Option bounds are obtained in a discrete-time ... following matrix identity: ~-e 1" 1 -~+8 P+OA. (17) We see that the difference between our stochastic ...- Authors: Phelim Boyle, Ton Vorst
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods