Guy Coughlan

Pacific Global Advisors

Managing Director

535 Madison Avenue

Floor 14

New York, NY 10022

United States

http://www.PacificGlobalAdvisors.com

SCHOLARLY PAPERS

8

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2,183

SSRN CITATIONS
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Top 8,146

in Total Papers Citations

59

CROSSREF CITATIONS

69

Scholarly Papers (8)

1.

A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States

Number of pages: 77 Posted: 11 Feb 2009
Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Nottingham University Business School (NUBS), Pacific Global Advisors and J.P. Morgan Chase & Co.
Downloads 1,328 (14,747)
Citation 66

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Stochastic mortality, CBD-Perks models, Lee-Carter models, age effect, period effect, cohort effect, maximum likelihood, Bayes Information Criterion, robustness

2.

Mortality Density Forecasts: An Analysis of Six Stochastic Mortality Models

Pensions Institute Discussion Paper No. PI-0801
Number of pages: 70 Posted: 10 Feb 2009 Last Revised: 10 Jul 2009
Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Nottingham University Business School (NUBS), Pacific Global Advisors, J.P. Morgan Chase & Co. and J.P. Morgan
Downloads 339 (91,708)
Citation 41

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Stochastic mortality model, cohort erect, fan charts, model risk, fore-casting, model selection criteria

3.

Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period Ahead-Density Forecasts

Number of pages: 43 Posted: 29 Apr 2009 Last Revised: 10 Jul 2009
Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Pacific Global Advisors, J.P. Morgan Chase & Co. and J.P. Morgan
Downloads 195 (161,549)
Citation 25

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backtesting, forecasting performance, mortality models

4.

Evaluating the Goodness of Fit of Stochastic Mortality Models

Number of pages: 53 Posted: 04 May 2009
Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Pacific Global Advisors, J.P. Morgan Chase & Co. and J.P. Morgan
Downloads 131 (226,495)
Citation 16

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goodness of fit, mortality models

5.

Longevity Risk Management, Corporate Finance, and Sustainable Pensions

Pension Research Council Working Paper, PRC WP2013-20
Number of pages: 43 Posted: 08 Oct 2013
Guy Coughlan
Pacific Global Advisors
Downloads 103 (269,681)
Citation 1

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Longevity Risk, Defined Benefit Pension Plans, Risk Management, Corporate Finance

6.

Longevity Hedge Effectiveness: A Decomposition

Pensions Institute Discussion Paper No. PI-1106
Number of pages: 36 Posted: 01 Dec 2011
Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Sir John Cass Business School, City University London - Cass Business School and Pacific Global Advisors
Downloads 86 (303,055)
Citation 1

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hedge effectiveness, correlation, mark-to-model, valuation model, simulation, value hedging, longevity risk, stochastic mortality, population basis risk, recalibration risk

7.

The New Life Market

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 501-558, 2013
Number of pages: 58 Posted: 30 Aug 2013
City University London - Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics, Pacific Global Advisors, City University London - Sir John Cass Business School and National Chengchi University
Downloads 1 (674,918)
Citation 1
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8.

A Gravity Model of Mortality Rates for Two Related Populations

North American Actuarial Journal, Vol. 15, No. 2, 2011
Posted: 24 Jan 2012
City University London - Sir John Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Pacific Global Advisors and J.P. Morgan

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