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  • The Cost Control on a DB Underpin Hybrid Pension Plan

    The Cost Control on a DB Underpin Hybrid Pension Plan The Defined Benefit 'DB' underpin Defined Contribution hybrid pension plan offers an attractive combination of benefit security ...

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    • Authors: Mary Hardy, Kai Chen
    • Date: Jan 2008
    • Competency: External Forces & Industry Knowledge
    • Topics: Pensions & Retirement>Hybrid plans
  • A Risk Model when Premium Rate Depends on Claim Size

    A Risk Model when Premium Rate Depends on Claim Size This paper considers a dependent classical risk model with diffusion, in which the premium rate is determined by the amount of the previous ...

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    • Authors: Jun Cai, Ming Zhou
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms

    On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms This is an abstract article about equity release mechanisms by Siu Hang Li, Mary Hardy and Ken Seng Tan. ARCH ...

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    • Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
    • Date: Nov 2008
  • Phased Retirement

    Phased Retirement This is the abstract of a paper that addresses the question of how an employer can offer phased retirement in such a way that, indeed, employees work longer before fully ...

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    • Authors: Claire Bilodeau, Patrick M. Mignault
    • Date: Nov 2008
    • Competency: External Forces & Industry Knowledge
    • Topics: Pensions & Retirement
  • Mitigating the Impact of Endogeneity in Healthcare Data via Multilevel Models

    Mitigating the Impact of Endogeneity in Healthcare Data via Multilevel Models This is an abstract article about racial disparities in healthcare by Paul Johnson. Health Care; 14413 11/01/2008 ...

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    • Authors: Paul Herbert Johnson
    • Date: Nov 2008
  • Pricing and Hedging GMWBs in a Binomial Model

    Pricing and Hedging GMWBs in a Binomial Model This abstract describes a paper that considers the Guaranteed Minimum Withdrawal Benefits (GMWB) variable annuity rider under a static withdrawal ...

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    • Authors: Menachem Wenger, Cody Hyndman
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Variable annuities
  • Generalized Linear Models for a Dependent Aggregate Claims Model

    Generalized Linear Models for a Dependent Aggregate Claims Model This abstract describes research that provides an alternative approach for establishing insurance premiums which takes into ...

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    • Authors: Juliana Schulz, José Garrido
    • Date: Feb 2014
  • Usage Based Insurance and the Evolving Analytics Environment

    Usage Based Insurance and the Evolving Analytics Environment This abstract describes a presentation that presents an overview of the current predictive modeling practices in the auto insurance ...

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    • Authors: Gary C Wang
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Health & Disability>Accident insurance
  • Multi-State Actuarial Models of Functional Disability

    Multi-State Actuarial Models of Functional Disability This abstract describes a paper that applies generalized linear models to evaluate disability transitions for individuals in old age based on ...

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    • Authors: JOELLE H. FONG, Wenqiang Shao, Michael Sherris
    • Date: Feb 2014
  • Interplay of Insurance and Financial Risks in a Discrete-time Model with Strong Regular Variation

    Interplay of Insurance and Financial Risks in a Discrete-time Model with Strong Regular Variation This abstract describes a paper that focuses on the tail probability of the aggregate risk ...

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    • Authors: Qihe Tang
    • Date: Feb 2014
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