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Revisiting Pension Actuarial Science: A Five-Part Series
Revisiting Pension Actuarial Science: A Five-Part Series The current financial model put forth as the market value of public sector pension benefit liabilities is simply the expected cash flows ...- 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
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2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds This paper investigates the effect of select ...- 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
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Revisiting Pension Actuarial Science: A Five-Part Series – Author Comments
Revisiting Pension Actuarial Science: A Five-Part Series – Author Comments Authors’ response to comments by Ryan Labs Asset Management on paper by James J. Rizzo Krzysztof M. Ostaszewski Piotr ...- 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
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Revisiting Pension Actuarial Science: A Five-Part Series – Discussant Comments
Revisiting Pension Actuarial Science: A Five-Part Series – Discussant Comments Comments by Ryan Labs Asset Management on paper by James J. Rizzo Krzysztof M. Ostaszewski Piotr Krekora. Discount ...- 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
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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 – Risk-Adjusted CBO Cash Flows Part 2 proposes solutions to the second of three flaws of the ...- 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
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Revisiting Pension Actuarial Science: A Five-Part Series – Part 5, Fair Value of the Liability – Consider the Measurement Purpose
Revisiting Pension Actuarial Science: A Five-Part Series – Part 5, Fair Value of the Liability – Consider the Measurement Purpose Part 5 addresses various purposes for measuring a public sector ...- 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
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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 – The Residual Benefit Liability Part 4 presents an alternate approach to obtaining the fair value ...- 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
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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 for paper Mortality Improvement Select Birth Cohorts and Their Effect on Pricing Survivor ...- 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
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Revisiting Pension Actuarial Science: A Five-Part Series – Introduction to the Series
Revisiting Pension Actuarial Science: A Five-Part Series – Introduction to the Series Introduction to the paper that documents the flaws of the current financial model. Discount rates=Interest ...- 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
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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 – The Contractual Benefit Obligation Part 1 proposes solutions to the first of three flaws of the ...- 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