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  • Revisiting Pension Actuarial Science: A Five-Part Series – Introduction to the Series

    Revisiting Pension Actuarial Science: A Five-Part Series – Introduction to the Series Introduction to the paper that documents the flaws of the current financial model. Discount rates=Interest ...

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    • Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
  • Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability – The Contractual Benefit Obligation

    Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability – The Contractual Benefit Obligation Part 1 proposes solutions to the first of three flaws of the ...

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    • Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Annuities; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
  • Longevity Greeks: What Insurers and Capital Market Investors Should Know About?

    Longevity Greeks: What Insurers and Capital Market Investors Should Know About? In this paper, we derive three important longevity Greeks on the basis of an extended version of the Lee-Carter ...

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    • Authors: Kenneth Zhou, Siu-Hang Li
    • Date: Jul 2017
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management