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7th Australasian Actuarial Education & Research Symposium (Archive)

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Viewing: 1 - 13 of 13 papers

1.

Value, Momentum and Multi-Period Portfolio Construction

7th Australasian Actuarial Education and Research Symposium
Number of pages: 30 Posted: 22 Dec 2015
Working Paper Series
David Bell
Independent
Downloads 75
2.

Specifying Financial Calculators to Elicit Utility Preferences

7th Australasian Actuarial Education and Research Symposium
Number of pages: 13 Posted: 22 Dec 2015
Working Paper Series
Anthony Asher
University of New South Wales (UNSW) - School of Actuarial Studies

Multiple version iconThere are 2 versions of this paper

Downloads 16
3.

Mortality Forecasting Using a Modified CMI Mortality Projections Model for China I: Methodology and Country-Level Result

7th Australasian Actuarial Education and Research Symposium
Number of pages: 48 Posted: 22 Dec 2015
Working Paper Series
Fei Huang
Australian National University (ANU)
Downloads 36
4.

Pricing and Hedging of Guaranteed Minimum Benefits in Variable Annuities

7th Australasian Actuarial Education and Research Symposium
Number of pages: 27 Posted: 10 Dec 2015
Working Paper Series
Andrew Song
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 22
5.

Data Analytics in Actuarial Education and Research

7th Australasian Actuarial Education and Research Symposium
Number of pages: 18 Posted: 10 Dec 2015
Working Paper Series
Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 61
6.

Specifying Financial Calculators to Elicit Utility Preferences

7th Australasian Actuarial Education and Research Symposium
Number of pages: 13 Posted: 10 Dec 2015
Working Paper Series
Anthony Asher
University of New South Wales (UNSW) - School of Actuarial Studies

Multiple version iconThere are 2 versions of this paper

Downloads 11
7.

Modelling LTC Incorporating Systematic Uncertainties in Health Transition Rates

7th Australasian Actuarial Education and Research Symposium
Number of pages: 23 Posted: 03 Dec 2015
Working Paper Series
Tiffany Li
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 19
8.

The Application of Affine Processes in Multi-Cohort Mortality Model

7th Australasian Actuarial Education and Research Symposium
Number of pages: 22 Posted: 03 Dec 2015
Working Paper Series
Yajing Xu, Michael Sherris and Jonathan Ziveyi
UNSW Australia Business School, School of Risk & Actuarial Studies, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and UNSW Australia
Downloads 16
9.

Valuation of Guaranteed Minimum Withdrawal Benefits in Variable Annuities Under Stochastic Mortality, Stochastic Volatility and Stochastic Interest Rates

7th Australasian Actuarial Education and Research Symposium
Number of pages: 30 Posted: 03 Dec 2015
Working Paper Series
Nikolay Gudkov
University of New South Wales (UNSW)
Downloads 46
10.

Beyond Momentum: Investigating Statistical Learning for Winners-­Minus-­Losers Anomalies

7th Australasian Actuarial Education and Research Symposium
Number of pages: 21 Posted: 03 Dec 2015
Working Paper Series
Nick Inglis, Bruce James Vanstone and Tobias Hahn
Bond University, Bond University and Bond University
Downloads 115
11.

Fragmentation and Consolidation of Dark and Lit Order Books

7th Australasian Actuarial Education and Research Symposium
Number of pages: 39 Posted: 03 Dec 2015
Working Paper Series
Jay Majtyka, Thomas Henker and Julia Henker
Bond University, Bond University and Bond University
Downloads 63
12.

Existence and Uniqueness of Chain Ladder Solutions

7th Australasian Actuarial Education and Research Symposium, UNSW Business School Research Paper No. 2015ACTL18
Number of pages: 45 Posted: 03 Dec 2015 Last Revised: 29 Mar 2016
Working Paper Series
Greg Taylor
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 30
13.

StMoMo: An R Package for Stochastic Mortality Modelling

7th Australasian Actuarial Education and Research Symposium
Number of pages: 38 Posted: 03 Dec 2015
Working Paper Series
Andrés Villegas, Vladimir K. Kaishev and Pietro Millossovich
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), City University London - Sir John Cass Business School and The Business School (formerly Cass)
Downloads 168