Description: 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 retiring.

Description: This abstract describes a paper that assesses the optimal manner to collapse a factor with many levels into one with a smaller number of levels.

Description: This abstract describes a paper in which two different simulation studies are made for dynamic financial analysis.

Description: This abstract describes a paper that lays out a theoretical basis with a parametric model to analyze the impact of the VIX-linked fee structure.

Description: This abstract describes an article that outlines a process for creating an online actuarial text.

Description: Rosas' presentation from the 40th Actuarial Research Conference focusing on demographics in Mexico. From Actuarial Research Clearing House, 2006.

Description: This paper studies the theoretical and numerical convergence of Gram-Charlier series applied to the pricing of Asian options.

Description: This abstract describes a paper that explores the answers to the questions of: 1. How is each view of FRVs conceptualized? 2. What are the differences and similarities between the metrics for each of these views? 3. How are the metrics for these three views implemented?

Description: This abstract describes a paper that considers the Guaranteed Minimum Withdrawal Benefits (GMWB) variable annuity rider under a static withdrawal strategy but allowing for early surrenders.

Description: This paper establishes both first-order and second-order asymptotics for the Frechet, Weibull and Gumbel cases.