Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility [PDF]
, 2008 A defined contribution pension plan allows consumption to be redistributed from the plan member’s working life to retirement in a manner that is consistent with the member’s personal preferences.
Blake, D., Wright, I. D., Zhang, Y.
core
Portfolio Optimization for Pension Purposes: Literature Review
Journal of Economic Surveys, EarlyView.ABSTRACT This systematic review identifies persistent challenges and gaps in the literature on pension portfolio optimization models. We searched, selected, and critically analyzed 82 articles from three major academic databases published over the past decade to investigate the barriers to the effective implementation of these models.
Leonardo Moreira +2 more
wiley +1 more source
The market potential for privately financed long term care products in the UK [PDF]
, 2009 This paper considers the market potential for privately financed long term care products in the UK. It finds that since the present market is undeveloped there is scope to increase the range of products available to suit people with different means and ...
Mayhew, L.
core
Models in Decision‐Making Under Risk and Uncertainty
Journal of Economic Surveys, EarlyView.ABSTRACT This paper systematically compares dominant frameworks for modeling decision‐making under risk and uncertainty, evaluating their theoretical trade‐offs and practical relevance for economic research. We establish key criteria for model selection—including predictive accuracy, descriptive realism, computational tractability, and ecological ...
Martin Höppner
wiley +1 more source
Exploration of a novel bootstrap technique for estimating the distribution of outstanding claims reserves in general insurance [PDF]
, 2009 This is a report on an exploration of the effectiveness of a novel non-parametric bootstrap method for estimating claims reserves, which we call the local chain ladder bootstrap technique.
Cowell, R.
core
Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
Journal of Economic Surveys, EarlyView.ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen +4 more
wiley +1 more source
The decomposition of disease and disability life expectancies in England 1992-2004 [PDF]
, 2009 ISBN 978-1-905752-23-2 www.cass.city.ac.uk "This paper originated in an independent report for the Department of Health. Any opinions expressed in this paper are my/our own and not necessarily those of my/our employer or anyone else I/we have ...
Mayhew, L., Rasulo, D., Rickayzen, B. D.
core
Remark on the note of Jiří Seitz in “Actuarial Sciences” No 4, 1950, p. 137 [PDF]
, 1951 Václav Hruška
openalex +1 more source
Clinical Features Associated With Malignant Transformation of Low‐Grade Dysplasia
Journal of Oral Pathology &Medicine, EarlyView.ABSTRACT Background Inferring risk for malignant transformation (MT) in patients with lesions diagnosed as mild or moderate oral epithelial dysplasia (low‐grade OED) remains challenging. We developed two models assessing the risk of progression to high‐grade OED (severe dysplasia or carcinoma in situ) or OSCC in patients with low‐grade OED lesions ...
Denise M. Laronde +6 more
wiley +1 more source
HeliyonThis paper presents a novel two-parameter distribution derived from the Rayleigh distribution, thoroughly investigating its essential mathematical properties.
Ahmed M. Gemeay +2 more
doaj +1 more source