Description: This is the abstract for the presentation on the effect of global warming on discounting methodology.

Description: This abstract describes work that revisits the optimal portfolio model in a financial market with a riskless bond, a risky asset, and commutable life annuities.

Description: This abstract illustrates a calibration model against 60 years of historical data using a pragmatic mixture of filtering, maximum likelihood and method of moments techniques, and compare the resulting model with interest rates in contemporary economic scenario generators.

Description: This is an abstract for Monte Carlo calculations illustrating the characteristics of a regime-switching stochastic model with randomized regime parameters.