Mary R. Hardy

University of Waterloo

Waterloo, Ontario N2L 3G1

Canada

SCHOLARLY PAPERS

8

DOWNLOADS

1,558

SSRN CITATIONS
Rank 37,835

SSRN RANKINGS

Top 37,835

in Total Papers Citations

21

CROSSREF CITATIONS

6

Scholarly Papers (8)

1.

Research and Reality - A Literature Review on Drawing Down Retirement Financial Savings

Number of pages: 55 Posted: 13 Feb 2012 Last Revised: 11 Nov 2013
Ryerson University - The National Institute of Aging (NIA), University of Western Ontario - Department of Statistical and Actuarial Sciences, Independent, EvidenceNetwork.ca and University of Waterloo
Downloads 382 (148,501)
Citation 7

Abstract:

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Literature review, retirement financial savings drawdown, self-managed drawdown strategies, annuities, post-retirement risks, individual retirement planning, retirement financial advisors

2.

Risk Management of Policyholder Behavior in Equity Linked Life Insurance

Number of pages: 34 Posted: 08 Feb 2015
University of Waterloo, University of Montreal - Department of Mathematics and Statistics, Grenoble Ecole de Management and University of Waterloo
Downloads 316 (182,344)
Citation 5

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Variable annuities, pricing, GMMB, dynamic hedging, surrender behavior

3.

Epstein-Zin Preferences in Life-Cycle Applications: Uncertain Lifetime and Consumption Smoothing

Number of pages: 22 Posted: 18 Oct 2018
Saisai Zhang, Mary R. Hardy and David Saunders
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 306 (188,683)
Citation 3

Abstract:

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Life-Cycle Investing, Epstein-Zin Preferences, Uncertain Lifetime, Consumption Smoothing, Elasticity of Intertemporal Substitution

4.

Updating Wilkie's Economic Scenario Generator for U.S. Applications

Number of pages: 40 Posted: 21 Sep 2017 Last Revised: 16 Dec 2017
Saisai Zhang, Mary R. Hardy and David Saunders
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 170 (331,075)
Citation 1

Abstract:

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Economic Scenario Generators

5.

State-Dependent Fees for Variable Annuity Guarantees

Number of pages: 29 Posted: 30 Apr 2013 Last Revised: 27 Jul 2013
Carole Bernard, Mary R. Hardy and Anne MacKay
Grenoble Ecole de Management, University of Waterloo and University of Waterloo
Downloads 169 (332,797)
Citation 10

Abstract:

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Variable annuities, pricing, GMMB, GMDB, surrender option

6.

Structure of Intergenerational Risk-Sharing Plans: Optimality and Fairness

Number of pages: 40 Posted: 06 Aug 2020
Xiaobai Mike Zhu, Mary R. Hardy and David Saunders
University of Waterloo - Department of Statistics and Actuarial Science, University of Waterloo and University of Waterloo
Downloads 88 (542,498)
Citation 1

Abstract:

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Pension plans; Intergenerational Risk Sharing; Ergodic Control

7.

Valuation of a Early Exercise Defined Benefit (DB) Underpin Hybrid Pension Benefit

Number of pages: 34 Posted: 20 Dec 2017
Xiaobai Mike Zhu, Mary R. Hardy and David Saunders
University of Waterloo - Department of Statistics and Actuarial Science, University of Waterloo and University of Waterloo
Downloads 77 (587,466)

Abstract:

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Pension Risk Management, Optimal Exercise

8.

Dynamic Importance Allocated Nested Simulation for Variable Annuity Risk Measurement

Number of pages: 29 Posted: 20 Jan 2021
Ou Dang, Mingbin Feng and Mary R. Hardy
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 50 (728,340)

Abstract:

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Nested simulation, Expected Shortfall, Variable Annuities, Concomitants, Conditional Tail Expectation.