Amy R. Kessler

Prudential Retirement

280 Trumbull Street

Hartford, CT

United States

SCHOLARLY PAPERS

3

DOWNLOADS

233

SSRN CITATIONS
Rank 42,366

SSRN RANKINGS

Top 42,366

in Total Papers Citations

8

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Risk Budgeting and Longevity Insurance: Strategies for Sustainable Defined Benefit Pension Funds

Pension Research Council WP 2013-29
Number of pages: 46 Posted: 08 Oct 2013
Amy R. Kessler
Prudential Retirement
Downloads 167 (185,334)

Abstract:

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Phantoms Never Die: Living with Unreliable Population Data

Journal of the Royal Statistical Society, 2016
Number of pages: 31 Posted: 22 Mar 2016
Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Nottingham University Business School (NUBS) and Prudential Retirement
Downloads 23 (540,117)

Abstract:

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Baby boom; Cohort–births–deaths exposures methodology; Convexity adjustment ratio; Deaths; Graphical diagnostics; Population data

Phantoms Never Die: Living with Unreliable Population Data

Number of pages: 40 Posted: 21 Oct 2015
Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, City University London - Sir John Cass Business School and Prudential Retirement
Downloads 18 (573,598)
Citation 5

Abstract:

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Baby boom, cohort-births-deaths exposures methodology, convexity adjustment ratio, deaths, graphical diagnostics, population data

3.

Still Living With Mortality: The Longevity Risk Transfer Market After One Decade

Number of pages: 86 Posted: 14 Nov 2018
City University London - Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Sir John Cass Business School and Prudential Retirement
Downloads 25 (511,615)
Citation 5

Abstract:

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Buy-Outs; Buy-Ins; Longevity Insurance; Longevity Bonds; Longevity Swaps; q-Forwards; Tail-Risk Protection; Basis Risk; Credit Risk; Regulatory Capital; Collateral; Liquidity; Stochastic Mortality Models; Longevity Risk Premium; Longevity-Linked Securities; Reinsurance Sidecars