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7th Australasian Actuarial Education & Research Symposium (Archive)

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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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

Downloads 10