Announcement: SOA congratulates the new FSAs for June 2024.

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  • 2005 Living to 100 and Beyond Monograph: An Investigation of Select Birth Cohorts
    2005 ... pigs): 1995 1996 1997 1998 1999 4 4 4 4 4 17 17 19 20 200 0 0 0 0 1995 1996 1997 1998 1999 4 4 4 ... ⎥⎣ ⎦ −⎣ ⎤⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎦ (17) In this case, the cohort born in 1997 again ...

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    • Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
    • Date: Jan 2005
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography
  • Fuzzy Volatility Forecasts and Fuzzy Option Values
    Fuzzy Volatility Forecasts and Fuzzy Option Values Presentation from the 41st Actuarial Research Conference ... yn(l)]2 = ω¯ 1− Φ1 − Φ2 − . . .Φr l−1∑ j=0 ψ 2 j . 17 / 35 Introduction Fuzzy Coefficient Class of ...

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    • Authors: Ranee Thiagarajah
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Modeling & Statistical Methods>Stochastic models
  • 2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
    2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement ...  Center for Retirement Research at Boston College,  17  Working Paper 2005‐13, October.    Gajek, L., Ostaszewski ...

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    • Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
    • Date: May 2006
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Pensions & Retirement>Risk management