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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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Contingent Liquidity Swap: A Prearranged Source of Liquidity - Abstract
Contingent Liquidity Swap: A Prearranged Source of Liquidity - Abstract Description * This paper proposes a new type of financial derivative named contingent liquidity swap (CLS) to address the ...- Authors: Kailan Shang, Jingjing Shang
- Date: Mar 2015
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Risk Implication of Unemployment and Underemployment
Risk Implication of Unemployment and Underemployment This article discusses how unemployment and underemployment information can help improve economic forecasts, insurance assumption setting and ...- Authors: Kailan Shang
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Economics>Macroeconomics
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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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Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Wavelet models are used to analyze risk by time and frequency and provide richer information than time series models. VaR 8/2/2019 12:00:00 AM ...- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Social Media Analysis of Catastrophic Response: Twitter Data
Social Media Analysis of Catastrophic Response: Twitter Data This abstract describes a report that studies the social media response to three extreme tornado outbreaks in the Midwest United ...- Authors: R. Dale Hall, Steven Siegel, Kailan Shang
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)
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Macroeconomics Based Economic Scenario Generation
Macroeconomics Based Economic Scenario Generation This article introduces a non-traditional type of economic scenario generator that relies on dynamic stochastic general equilibrium (DSGE) models ...- Authors: Kailan Shang
- Date: Apr 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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Practical Application of “Do Jumps Matter in the Long Term? A Tale of Two Horizons”
Practical Application of “Do Jumps Matter in the Long Term? A Tale of Two Horizons” The essay describes an application of “Do Jumps Matter in the Long Term? A Tale of Two Horizons,” by ...- Authors: Mathieu Boudreault, Kailan Shang, David M Cantor
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession
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Risk Management Research Update
Risk Management Research Update Article describing the most recent Risk Management Section research updates By Kailan Shang Risk Management, February 2021 The literature on risk management ...- Authors: Kailan Shang
- Date: Feb 2021
- Publication Name: Risk Management