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Draft Literature Review for Member Comment Regarding the Connection between Demographic Factors and Asset Class Returns/Prices
Draft Literature Review for Member Comment Regarding the Connection between Demographic Factors and Asset Class Returns/Prices ... Assets;Investment Risk;Asset Modeling 6442478154 8/17/2017 12:00:00 AM ...- Authors: Society of Actuaries, Douglas Andrews, Stephen Bonnar, Jaideep Oberoi, Aniketh Pittea, Soheyl Sadinejad
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Population data; Economics>Macroeconomics
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A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
A ... applied to project future mortality rates. 17 Copyright © 2019 by the authors Using the ... different dynamics of the economic variables modeled.17 • The median value of 𝑉𝑉0∗ is 25% and 14% of ...- Authors: Stephen Bonnar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea, Pradip Tapadar
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset allocation; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Plan design; Pensions & Retirement>Risk management; Finance & Investments>Economic Scenario Generators
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Population Aging, Implications for Asset Values, and impact for Pension Plans: An International Study
the UK the average annual returns also increase by 17 and 23 basis points. The impact on investment returns ... Focusing on the 10th percentile VaR, it worsens by 17% in Canada, but by only 8% in the UK, and it improves ...- Authors: Douglas Andrews, Stephen Bonnar, Pradip Tapadar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea
- Date: May 2021
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Pensions & Retirement>Plan design
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Literature Review on Demographics and Asset Returns and Model Specifications Related to Housing Prices
reversion, and uncertainty about future predictors. 17 high dividend-paying assets, hence the stronger ... et al. [17] and Guirguis et al. [36] follow quite different approaches. Cˇerny´ et al. [17] analyze ...- Authors: Society of Actuaries, Douglas Andrews, Stephen Bonnar
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Population data; Economics>Macroeconomics
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Population Structure and Asset Values
from the two- to the three-pillar model. 17 Figure 6 shows the life-cycle portfolio allocation ... Old-working (SR) 82 - 85 86 - 89 90 - 93 94 - 97 17 18 19 20 0.7848 0.6887 0.5589 0.0000 Retirement ...- Authors: Stephen Bonnar, Lori Curtis, Miguel Leon-Ledesma, Jaideep Oberoi, Kathleen Rybczynski, Mark Zhou
- Date: Jun 2018
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Population data; Economics>Macroeconomics
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The Connection between Population Structure and Bond Yields
The Connection between Population Structure and Bond Yields A report providing a high-level review of the literature ... Figure 5. 𝑴 𝒕𝒐 𝑶 Ratio over Time 17 Table 8 shows the results of the regression of ...- Authors: DOUGLAS MARTIN ANDREWS, Stephen Bonnar, Jaideep Oberoi, Aniketh Pittea
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Investments