1
-
10
of
11
results (0.53 seconds)
Sort By:
-
Extreme Events for Insurers: Correlation, Models and Mitigation Study
Extreme Events for Insurers: Correlation, Models and Mitigation Study A primer on extreme ... mitigation for practitioners, it covers the complete cycle of extreme event risk management, from identifying ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: Apr 2015
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
Applying Image Recognition to Insurance
Recognition to Insurance The Society of Actuaries announces the release of a new report that will provide ... provide a resource for the insurance industry to learn about image recognition technology. Authored by ...- Authors: Kailan Shang
- Date: Jun 2018
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
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
-
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
-
Wavelet-Based Equity VaR Estimation
and frequency. Asset return varies by time because of economic cycles and economic structural changes. ... can be very different. The appropriate frequency depends on the time horizon of the analysis. Therefore ...- Authors: Kailan Shang
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
Macroeconomics-Based Economic Scenario Generation
equilibrium (DSGE) models, a type of macroeconomic model. Authored by Kailan Shang, the paper illustrates how DSGE ... scenario generation to reflect the cause and effect relationships that occur in the economic system. Economic ...- Authors: Kailan Shang
- Date: Apr 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
-
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: MOHAMMAD ZAKIR HOSSEN , Kailan Shang
- Date: Dec 2019
- Competency: Communication; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Pensions & Retirement
-
Macroeconomics Based Economic Scenario Generation
Macroeconomics Based Economic Scenario Generation This article introduces a non-traditional ... Generation This article introduces a non-traditional type of economic scenario generator that relies on dynamic ...- Authors: Kailan Shang
- Date: Apr 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
-
market-volatility-extreme-events
Analyze the market volatility behavior in context with historical extreme events during this webcast ... investment-related Reddit comments used to capture features of retail investors and tree-based models, including ...- Authors: Kailan Shang, Jing Fritz
- Date: Mar 2023
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting; Modeling & Statistical Methods; Predictive Analytics
-
Wavelet-Based Equity VaR Estimation
and frequency. Asset return varies by time because of economic cycles and economic structural changes. ... can be very different. The appropriate frequency depends on the time horizon of the analysis. Therefore ...- Authors: Kailan Shang
- Date: Oct 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management