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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 ... Pricing of Survivor Bonds This paper investigates the effect of select birth cohorts on pricing of mortality-based ...- 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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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 ... Birth Cohorts and Their Effect on Pricing of Survivor Bonds The abstract for paper Mortality Improvement ...- 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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Fuzzy Volatility Forecasts and Fuzzy Option Values
Forecasts and Fuzzy Option Values Presentation from the 41st Actuarial Research Conference held on August ... series analysis, giving fuzzy parameter estimates of models such as ARMA and GARCH. Examples are given ...- 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