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
Independent
Downloads
72
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
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
15
Specifying Financial Calculators to Elicit Utility Preferences
7th Australasian Actuarial Education and Research Symposium
Number of pages: 13
Posted: 10 Dec 2015
Downloads
11
Downloads
15
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
Australian National University (ANU)
Downloads
34
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
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads
21
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
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads
59
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
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
15
Specifying Financial Calculators to Elicit Utility Preferences
7th Australasian Actuarial Education and Research Symposium
Number of pages: 13
Posted: 10 Dec 2015
Downloads
11
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
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
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
University of New South Wales (UNSW)
Downloads
45
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
Bond University, Bond University and Bond University
Downloads
108
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
Bond University, Bond University and Bond University
Downloads
59
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
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
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
154
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