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Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Economic risk analysis has two dimensions: time and frequency. Asset ... time because of economic cycles and economic structural changes. Risk is higher during economic recessions ...- Authors: Kailan Shang
- Date: Oct 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Economic risk analysis has two dimensions: time and frequency. Asset ... time because of economic cycles and economic structural changes. Risk is higher during economic recessions ...- Authors: Kailan Shang
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Macroeconomics Based Economic Scenario Generation
Macroeconomics Based Economic Scenario Generation This article introduces a non-traditional type ... Based Economic Scenario Generation This article introduces a non-traditional type of economic scenario ...- Authors: Kailan Shang
- Date: Apr 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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Risk Implication of Unemployment and Underemployment
Risk Implication of Unemployment and Underemployment This article discusses how unemployment and underemployment ... improve economic forecasts, insurance assumption setting and risk management. It summarizes the current ...- Authors: Kailan Shang
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Economics>Macroeconomics
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Deep Learning for Liability-Driven Investment
Investment This article summarizes key points from the recently published research paper “Deep Learning ... February 2022 This article summarizes key points from the recently published research paper “Deep Learning ...- Authors: Kailan Shang
- Date: Feb 2022
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Predictive Analytics
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Risk Management Research Update
Risk Management Research Update Article describing the most recent Risk Management Section research updates ... February 2021 The literature on risk management continues growing with a variety of interesting research ...- Authors: Kailan Shang
- Date: Feb 2021
- Publication Name: Risk Management
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Variable Selection in Predictive Modeling: Does it Really Matter
Variable Selection in Predictive Modeling: Does it Really Matter A discussion about how many ... Matter A discussion about how many models can address the over fitting issues caused by too many variables ...- Authors: Kailan Shang
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Predictive Analytics
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Multiple Objective Asset Allocation for Retirees Using Simulation
Allocation for Retirees Using Simulation The asset portfolios of retirees’ serve many purposes including ... so on. Multiple objectives with different levels of importance lead to a complex asset allocation problem ...- Authors: Kailan Shang, Lingyan Jiang
- Date: Sep 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Pension Section News
- Topics: Finance & Investments>Asset allocation
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Effective ERM Stakeholder Engagement
some key points of the research paper enti- tled “Effective ERM Stakeholder Engagement.” The paper can be ... Risk management has developed quickly in the past decade in the insurance industry and is playing a more ...- Authors: Kailan Shang
- Date: Dec 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Introduction to the Research on Developing a Liability-Driven Investment (LDI) Benchmark Framework
Introduction to the Research on Developing a Liability-Driven Investment (LDI) Benchmark Framework A ...- Authors: Kailan Shang, MOHAMMAD ZAKIR HOSSEN
- Date: Dec 2019
- Competency: Communication; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Pensions & Retirement