Editorial for special issue on advances in Actuarial Science and quantitative finance. [PDF]
Methodol Comput Appl Probab, 2022 Feng R +3 more
europepmc +1 more source
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
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates. [PDF]
In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can invest in a savings account, in a risky stock and in a bond with the aim ...
Josa-Fombellida, Ricardo +1 more
core +3 more sources
Pension accounting information and firm value: An analysis of FTSE 100 companies. [PDF]
Heliyon, 2023 Kirkpatrick AK, Radicic D.
europepmc +1 more source
Optimal strategies for pricing general insurance [PDF]
, 2006 Optimal premium pricing policies in a competitive insurance environment are investigated using approximation methods and simulation of sample paths. The market average premium is modelled as a diffusion process, with the premium as the control function ...
Emms, P., Haberman, S., Savoulli, I.
core
State and Local Government Pension Funding on the Eve of the COVID-19 Recession. [PDF]
Compens Benefits Rev, 2021 Kilgour JG.
europepmc +1 more source
Yield curve extrapolation with machine learning
ASTIN Bulletin: The Journal of the International Actuarial AssociationYield curve extrapolation to unobservable tenors is a key technique for the market-consistent valuation of actuarial liabilities required by Solvency II and forthcoming similar regulations.
Shinobu Akiyama, Naoki Matsuyama
semanticscholar +1 more source
Malpractice Claims and Incident Reporting: Two Faces of the Same Coin? [PDF]
Int J Environ Res Public Health, 2022 Vetrugno G +11 more
europepmc +1 more source
llc: a collection of R functions for fitting a class of Lee-Carter mortality models using iterative fitting algorithms [PDF]
, 2009 We implement a specialised iterative regression methodology in R for the analysis of age-period mortality data based on a class of generalised Lee-Carter (LC) type modelling structures.
Butt, Z., Haberman, S.
core
Mortality Trends and Its Impact on the Pension Liabilities
Journal of Artificial Intelligence and TechnologyMalaysia is forecasted to become an ageing nation by 2030. As this may reflect an improvement in the healthcare system, a lot of parties need to adapt to these changes immediately including the government, which is responsible for the wellbeing of the ...
Rose Irnawaty Ibrahim +2 more
semanticscholar +1 more source