Amy R. Kessler

Prudential Retirement

280 Trumbull Street

Hartford, CT

United States

SCHOLARLY PAPERS

3

DOWNLOADS

79

SSRN CITATIONS
Rank 30,356

SSRN RANKINGS

Top 30,356

in Total Papers Citations

23

CROSSREF CITATIONS

5

Scholarly Papers (3)

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 of London, Nottingham University Business School (NUBS) and Prudential Retirement
Downloads 33 (626,542)

Abstract:

Loading...

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 of London, City University London - The Business School and Prudential Retirement
Downloads 20 (724,654)
Citation 11

Abstract:

Loading...

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

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

Number of pages: 86 Posted: 14 Nov 2018
City, University of London, Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - The Business School and Prudential Retirement
Downloads 26 (675,515)
Citation 10

Abstract:

Loading...

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

3.

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

Published in Maurer, R., O. Mitchell, and P. Hammond (Eds.) (2014). Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk. Oxford, UK: Oxford University Press., Pension Research Council WP 2013-29
Posted: 08 Oct 2013 Last Revised: 03 Apr 2020
Amy R. Kessler
Prudential Retirement

Abstract:

Loading...