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  • Revisiting Pension Actuarial Science: A Five-Part Series – Part 2, Fair Value of the Liability – Risk-Adjusted CBO Cash Flows
    Revisiting Pension Actuarial Science: A Five-Part Series – Part 2, Fair Value of the Liability ... obtaining the fair value of the public sector employer’s pension benefit liability. Discount rates=Interest ...

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    • Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
  • 2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
    Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth Cohorts and Their Effect ... effect of select birth cohorts on pricing of mortality-based securities, such as survivor bonds, life ...

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    • Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
    • Date: May 2006
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Pensions & Retirement>Risk management
  • Revisiting Pension Actuarial Science: A Five-Part Series
    B. Risk Premium for Error Around the Mean C. Mortality Tables and Life Expectancy D. Risk Premium for ... Fair Value Definitions C. Single Premium Group Annuity Market D. High Quality Corporate Bond Settlement ...

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    • Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
  • Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
    Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds The abstract ... abstract for paper Mortality Improvement Select Birth Cohorts and Their Effect on Pricing Survivor Bonds.

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    • Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
    • Date: May 2006
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Pensions & Retirement>Risk management
  • Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability – The Contractual Benefit Obligation
    Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability ... obtaining the fair value of the public sector employer’s pension benefit liability. Discount rates=Interest ...

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    • Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Annuities; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
  • Revisiting Pension Actuarial Science: A Five-Part Series – Part 5, Fair Value of the Liability – Consider the Measurement Purpose
    B. Risk Premium for Error Around the Mean C. Mortality Tables and Life Expectancy D. Risk Premium for ... Fair Value Definitions C. Single Premium Group Annuity Market D. High Quality Corporate Bond Settlement ...

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    • Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
  • Revisiting Pension Actuarial Science: A Five-Part Series – Introduction to the Series
    B. Risk Premium for Error Around the Mean C. Mortality Tables and Life Expectancy D. Risk Premium for ... Fair Value Definitions C. Single Premium Group Annuity Market D. High Quality Corporate Bond Settlement ...

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    • Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
  • Revisiting Pension Actuarial Science: A Five-Part Series – Part 4, Fair Value of the Liability – The Residual Benefit Liability
    Revisiting Pension Actuarial Science: A Five-Part Series – Part 4, Fair Value of the Liability ... obtaining the fair value of the public sector employer’s pension benefit liability. Discount rates=Interest ...

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    • Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
  • Forecasting Social Security Actuarial Assumptions
    Moderator: KRZYSZTOF M. OSTASZEWSKI Instructors: RICHARD S. FOSTER EDWARD (JED) W. FREES HOWARD YOUNG Recorder: ... you study statistics of wealth distribution in the U.S., it is astounding how Social Security wealth, as ...

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    • Authors: Richard Foster, Edward Frees, Howard Young, Krzysztof Ostaszewski
    • Date: Oct 1996
    • Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Forecasting; Social Insurance>Social Security
  • Asset-Liability Integration: Introduction
    Asset-Lit (SOA) S N Asset-Liability Integration Introduction The purpose of this work is to analyze ... idea directly related to that presented by Doherty (2000) for corporate risk. Panjer (1998) also presents ...

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    • Authors: Krzysztof Ostaszewski
    • Date: Jan 2003
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Asset liability management