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  • An out-of-sample analysis of investment guarantees for equity-linked products: Lessons from the financial crisis of the late-2000s
    Overview of data and models • Data: log-returns on the S&P 500 Total Return Index – Period: February 1956 ... in-the-money • The worst cumulative returns on the S&P 500 (TR) on a horizon of 10 years or less generally ...

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    • Authors: Mathieu Boudreault, Maciej Augustyniak
    • Date: Jan 2012
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities>Equity-indexed annuities; Annuities>Variable annuities; Finance & Investments
  • AAS Call for Papers
    AAS Call for Papers The growing global recognition of the importance of climate-related risks ... climate risk and actuarial variables, such as mortality and claim frequency Investment risks, investment ...

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    • Authors: Mathieu Boudreault, Rui Zhou
    • Date: Jul 2022
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Expanding Horizons
    • Topics: Finance & Investments; Environment