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Divided by a common language: communicating applied research in actuarial science
Divided by a common language: communicating applied research in actuarial science This abstract ... and less successful communications from the author’s research experience in actuarial risk management.- Authors: Mary Hardy
- Date: Dec 2012
- Competency: Communication
- Topics: Actuarial Profession; Enterprise Risk Management
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Static Hedging Strategies for Guaranteed Minimum Income Benefits (GMIBs)
Claymore Marshall∗ With a deferred variable annuity the policyholder pays an upfront pre- mium to the ... at retirement age) into a stream of vari- able annuity payments. A Guaranteed Minimum Income Benefit (GMIB) ...- Authors: Mary Hardy, David Saunders, Claymore Marshall
- Date: Jul 2010
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On the Application of Esscher Transform to the Regime Switching Model
SPEAKER: Qiu Chao, University of Waterloo CO-AUTHOR(S): Mary Hardy, Joseph Kim, University of Waterloo ... results are in agreement for both simulated data and S&P 500 data. We will discuss this approach in more ...- Authors: Mary Hardy, Chao Qiu, Joseph Kim
- Date: Jul 2010
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Market Dependent Fees for GMMB and GMDB Riders
Market Dependent Fees for GMMB and GMDB Riders This abstract describes a presentation that ... a put option on the fund value of a variable annuity. Typically, this guarantee is paid for by a continuous ...- Authors: Anne MacKay, Carole L Bernard, Mary Hardy
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms
On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms This is ... the NNEG requires a model for stochastic future mortality and a time-series process that can reasonably ...- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: Nov 2008