Mary Hardy

University of Waterloo

Professor

Waterloo, Ontario N2L 3G1

Canada

  • University of Waterloo

SCHOLARLY PAPERS

3

DOWNLOADS

590

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

A Discrimination-Free Premium Under a Causal Framework

Number of pages: 26 Posted: 20 Apr 2022 Last Revised: 23 Apr 2022
Carlos Andrés Araiza Iturria, Mary Hardy and Paul Marriott
University of Waterloo, University of Waterloo and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 284 (178,864)

Abstract:

Loading...

Risk and rating factors, directed acyclic graphs, insurance pricing, discrimination-free prices, actuarially fair pricing

2.

Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities

Number of pages: 26 Posted: 02 Oct 2017 Last Revised: 29 Jun 2019
Ou Dang, Mingbin Feng and Mary Hardy
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 156 (311,478)
Citation 1

Abstract:

Loading...

variable annuities, segregated funds, nested simulation, stochastic-on-stochastic, conditional tail expectation (CTE), conditional value at risk (CVaR)

3.

A Consolidated Database of Police-Reported Motor Vehicle Traffic Accidents in the United States for Actuarial Applications

Number of pages: 34 Posted: 12 Feb 2022 Last Revised: 23 Feb 2023
Carlos Andrés Araiza Iturria, Mary Hardy and Paul Marriott
University of Waterloo, University of Waterloo and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 150 (321,950)

Abstract:

Loading...

Motor vehicle traffic accidents data, Multinomial logistic regression, Rating factors, KABCO injury severity scale.