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Risk Implications of Unemployment and Under-Employment
Risk Implications of Unemployment and Under-Employment This report studies the ... improve labor market conditions and maintain the market’s stability. Unemployment insurance;Public finance;Withdrawals ...- Authors: Kailan Shang
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge
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Liability-Driven Investment
required contributions have increased materially. Mortality improvement is another challenge DB plans face ... third party such as an insurance company by buying annuity products. Some companies make additional contributions ...- Authors: Kailan Shang
- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Pensions & Retirement
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Predictive Analytics: A Primer for Pension Actuaries
using a simple case study on relative mortality prediction at the U.S. county level using demographic and ... applications is conducted, with a focus on mortality modeling, pension plan risk transfer, liability ...- Authors: David M Cantor, Kailan Shang
- Date: Oct 2021
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement
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Pension Plan Embedded Option Valuation
principal if some catastrophic event occurs. See U.S. General Accounting Office, “Catastrophe Insurance ... certain price (exercise price K) at prescribed date(s). A European call option allows the holder to exercise ...- Authors: Kailan Shang
- Date: Jun 2013
- Competency: External Forces & Industry Knowledge
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Deep Learning for Liability-Driven Investment
that describes the optimal value V given a state s as the sum of current payoff (𝑃(𝑠, 𝑎)) of optimal ... 𝑇(𝑠, 𝑎) is the new state given previous state s and action a: 𝑉(𝑠) = max 𝑎 {𝑃(𝑠, 𝑎) + 𝛾𝑉(𝑇(𝑠 ...- Authors: Kailan Shang
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Applying Fuzzy Logic to Risk Assessment and Decision-Making
risk level and expected new business volume. Table 1 lists five products that have different levels ... Actuaries, All Rights Reserved Page 19 of 59 Table 1. Sample Misconduct Risk Monitoring 2.3 Alternative ...- Authors: Kailan Shang
- Date: Nov 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Enhancing the Security of Defined Contribution Plans
level can be roughly calculated as shown in Table 1. Table 1. DC Plan Information Public Pension Replacement ... DC plan account value is converted to a life annuity. An efficient and liquid market already exists ...- Authors: Kailan Shang, Hua Su
- Date: Sep 2016
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined contribution and 401k plans
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Practical Application of “Do Jumps Matter in the Long Term? A Tale of Two Horizons”
the parameters for the jump-diffusion models in Table 2 of their paper. This is helpful as the user does ... bond fund returns. Results and Observations Table 1. EQUITY ALLOCATION AS A FUNCTION OF THE FUNDED ...- Authors: Mathieu Boudreault, Kailan Shang, David M Cantor
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession
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Resources for ERM Stakeholder Engagement
for resources within an organization. In this month’s newsletter, we revisit this old yet still important ... for resources within an organization. In this month’s newsletter, we revisit this old yet still important ...- Authors: Kailan Shang
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Social Media Analysis of Catastrophic Responses: Twitter Data Analysis of Tornadoes
3 © 2016 Society of Actuaries TABLE OF CONTENTS Section 1: Tornado Twitter Data .. ... public accessibility of data and affordability. Table 1 Three Tornado Events Location Joplin, MO ...- Authors: Kailan Shang, R. Dale Hall, Steven Siegel
- Date: Jun 2016
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM