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  • Fuzzy Volatility Forecasts and Fuzzy Option Values
    Fuzzy Volatility Forecasts and Fuzzy Option Values Presentation from the 41st Actuarial Research Conference held on August 10-12, 2006 in Montreal, Canada. Fuzzy set theory is incorporated into ...

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    • Authors: Ranee Thiagarajah
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Modeling & Statistical Methods>Stochastic models
  • 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 ...

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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
  • 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 ...

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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