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On the Application of Esscher Transform to the Regime Switching Model
On the Application of Esscher Transform to the Regime Switching Model This is the abstract for the paper ... paper on the application of Esscher transform to the Regime Switching Model. Abstract;Hedging;RSLN2 Model; ...- Authors: Mary Hardy, Chao Qiu, Joseph Kim
- Date: Jul 2010
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The Cost Control on a DB Underpin Hybrid Pension Plan
The Cost Control on a DB Underpin Hybrid Pension Plan The Defined Benefit 'DB' underpin Defined ... hybrid pension plan offers an attractive combination of benefit security and upside potential for pension ...- Authors: Mary Hardy, Kai Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Hybrid plans
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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 an abstract ...- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: Nov 2008
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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 ... presentation that compares the fee obtained to the one deducted throughout the contract. Guaranteed minimum ...- Authors: Anne MacKay, Carole L Bernard, Mary Hardy
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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Static Hedging Strategies for Guaranteed Minimum Income Benefits (GMIBs)
Static Hedging Strategies for Guaranteed Minimum Income Benefits (GMIBs) This is the abstract ... Minimum Income Benefits (GMIBs) This is the abstract for the paper on static hedging strategies for guarnateen ...- Authors: Mary Hardy, David Saunders, Claymore Marshall
- Date: Jul 2010
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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 ... that gives examples of more successful and less successful communications from the author’s research experience ...- Authors: Mary Hardy
- Date: Dec 2012
- Competency: Communication
- Topics: Actuarial Profession; Enterprise Risk Management
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Regime-Switching Portfolio Replication
Regime-Switching Portfolio Replication This is the abstract on the paper on regime-switching portfolio replication ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Jul 2010