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Pension Plan Embedded Option Valuation
Valuation With the credit interest rate floor of a cash balance plan—a simple type of option identified ... identified by the Project Oversight Group—as a model, this research uses three valuation and risk analysis approaches ...- Authors: Kailan Shang
- Date: Jun 2013
- Competency: External Forces & Industry Knowledge
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Extreme Events for Insurers: Correlation, Models, and Mitigation – R Program
Mitigation – R Program This is the R programs used to develop the examples for the research report “Extreme ... Shang and Marc Vincelli Catastrophic risk;risk measurement;risk modeling;risk theory 6442468201 5/16/2016 ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: May 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management