Viewing: 1 - 14 of 14 papers
1.
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
Bond University, Bond University and Bond University
Downloads
95
2.
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
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads
95
3.
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
Independent
Downloads
65
4.
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
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads
51
5.
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
Bond University, Bond University and Bond University
Downloads
51
6.
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
University of New South Wales (UNSW)
Downloads
42
7.
Portfolio Insurance Strategies for Target Annuitisation Funds
7th Australasian Actuarial Education and Research Symposium
Number of pages: 25
Posted: 03 Dec 2015
Working Paper Series
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads
31
8.
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
Australian National University (ANU)
Downloads
29
9.
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
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads
27
10.
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
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads
17
11.
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
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads
16
12.
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
University of New South Wales (UNSW) - School of Actuarial Studies
There are 2 versions of this paper
Specifying Financial Calculators to Elicit Utility Preferences
7th Australasian Actuarial Education and Research Symposium
Number of pages: 13
Posted: 22 Dec 2015
Downloads
14
Specifying Financial Calculators to Elicit Utility Preferences
7th Australasian Actuarial Education and Research Symposium
Number of pages: 13
Posted: 10 Dec 2015
Downloads
10
Downloads
14
13.
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
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
13
14.
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
University of New South Wales (UNSW) - School of Actuarial Studies
There are 2 versions of this paper
Specifying Financial Calculators to Elicit Utility Preferences
7th Australasian Actuarial Education and Research Symposium
Number of pages: 13
Posted: 22 Dec 2015
Downloads
14
Specifying Financial Calculators to Elicit Utility Preferences
7th Australasian Actuarial Education and Research Symposium
Number of pages: 13
Posted: 10 Dec 2015
Downloads
10
Downloads
10
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