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Deep Learning for Liability-Driven Investment
the optimal dynamic investment strategy π*(s) based on s, the states that decision makers can observe ... one that maximizes the reward function Q*(s,a) determined by s, the states, and a, the rebalancing action ...- Authors: Kailan Shang
- Date: Feb 2022
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Predictive Analytics
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Resources for ERM Stakeholder Engagement
for resources within an organization. In this month’s newsletter, we revisit this old yet still important ... for resources within an organization. In this month’s newsletter, we revisit this old yet still important ...- Authors: Kailan Shang
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Risk Implications of Unemployment and Under-Employment
Risk Implications of Unemployment and Under-Employment This report studies the ... improve labor market conditions and maintain the market’s stability. Unemployment insurance;Public finance;Withdrawals ...- Authors: Kailan Shang
- Date: Aug 2018
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Risk Management Research Update
er-Insurance-Bean0420.pdf Systemic Risk in China’s Insurance Industry The insurance industry is no exception ... at identifying drivers of systemic risk in China’s insurance industry and develops a measurement method ...- Authors: Kailan Shang
- Date: Feb 2021
- Publication Name: Risk Management
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Pension Plan Embedded Option Valuation
Pension Plan Embedded Option Valuation With the credit interest rate floor of a cash balance ... Research Actuary at ssiegel@soa.org. Thank You The SOA’s Pension Section would like to thank the following ...- Authors: Kailan Shang, Hua Su
- Date: Jun 2013
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Extreme Events for Insurers: Correlation, Models and Mitigation Study
concepts and models are introduced from a practitioner’s perspective without unnecessary theoretical details ... concepts and models are introduced from a practitioner’s perspective. This report is not intended to be all-encompassing ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: May 2015