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Deep Learning for Liability-Driven Investment
Deep Learning for Liability-Driven Investment The Society of Actuaries’ Committee on Finance Research is pleased to make available a research report that develops a framework for applying deep ...- Authors: Kailan Shang
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Pension Plan Embedded Option Valuation
Pension Plan Embedded Option Valuation With the credit interest rate floor of a cash balance plan—a simple type of option identified by the Project Oversight Group—as a model, this research uses ...- Authors: Kailan Shang
- Date: Jun 2013
- Competency: External Forces & Industry Knowledge
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Extreme Events for Insurers: Correlation, Models and Mitigation Study
Extreme Events for Insurers: Correlation, Models and Mitigation Study A primer on extreme event modeling and mitigation for practitioners, it covers the complete cycle of extreme event risk ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: Apr 2015
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Effective ERM Stakeholder Engagement
Effective ERM Stakeholder Engagement This Effective Enterprise Risk Management (ERM) Stakeholder Engagement report examines practices for gaining acceptance of a proposed ERM strategy. The ...- Authors: Kailan Shang
- Date: Mar 2018
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Liability-Driven Investment
Liability-Driven Investment Research material that developed a Liability-Driven Investment (LDI) benchmark framework. 4/26/2019 12:00:00 AM ...- Authors: Kailan Shang
- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Pensions & Retirement
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Risk Implications of Unemployment and Underemployment Brief
Risk Implications of Unemployment and Underemployment Brief The report studies the impact of unemployment and underemployment on insurance business, introducing concepts, theoretical background, ...- Authors: Kailan Shang
- Date: Sep 2016
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Risk management
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Applying Fuzzy Logic to Risk Assessment and Decision-Making
Applying Fuzzy Logic to Risk Assessment and Decision-Making This paper explores areas where fuzzy logic models may be applied to improve risk assessment and risk decision-making. It discusses the ...- Authors: Kailan Shang
- Date: Nov 2013
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Enhancing the Security of Defined Contribution Plans
Enhancing the Security of Defined Contribution Plans This paper discusses some key challenges of embedding guarantees in DC plans, including setting an appropriate guarantee level, designing ...- Authors: Kailan Shang, Hua Su
- Date: Sep 2016
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined contribution and 401k plans
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Risk Implications of Unemployment and Under-Employment
Risk Implications of Unemployment and Under-Employment This report studies the impact of unemployment and underemployment on insurance business. It introduces the concepts, theoretical ...- Authors: Kailan Shang
- Date: Aug 2018
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Risk Implications of Unemployment and Under-Employment
Risk Implications of Unemployment and Under-Employment This report studies the impact of unemployment and underemployment on insurance business. It introduces the concepts, theoretical ...- Authors: Kailan Shang
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge