1 - 3 of 3 results (0.52 seconds)
Sort By:
  • Deep Learning for Liability-Driven Investment
    Deep Learning ... ................................................ 17 4.1 Simplified LDI Benchmark Model ............ ... Returns Surplus Position Asset Mix 17 © 2021 Society of Actuaries Figure 5 LSTM ...

    View Description

    • Authors: Kailan Shang
    • Date: Jun 2021
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments
  • Macroeconomics-Based Economic Scenario Generation
    Macroeconomics-Based ... Equity Return Default Rate Real Estate 17 Copyright © 2020 Society of Actuaries trees ... term) 1 year 0.1 0.5 19% −75% 2 years 0.2 0.4 17% −68% 3 years 0.2 0.4 15% −56% 5 years 0.2 0.5 ...

    View Description

    • Authors: Kailan Shang
    • Date: Apr 2020
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments
  • Liability-Driven Investment
    Liability-Driven ... ................................................ 17 3.2 Real Estate and Inflation ................. ... model in Section 4 LDI Benchmark Model does 17 © 2019 Society of Actuaries not choose a ...

    View Description

    • Authors: Kailan Shang
    • Date: Apr 2019
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments; Pensions & Retirement