'North american actuarial journal' presentation slideshows

The Poisson log-bilinear Lee Carter model: Efficient bootstrap in life annuity actuarial analysis

1.05k views • 49 slides

Is There a Future for Retirement? in a World of Individual Decisions?

Is There a Future for Retirement? in a World of Individual Decisions?. Dallas L. Salisbury President Employee Benefit Research Institute June 13, 2011. Plan Type Distinctions.

509 views • 40 slides

Equity Risk Premium: Expectations Great and Small

Equity Risk Premium: Expectations Great and Small. Richard A. Derrig and Elisha D. Orr. Baylor University November 11, 2003. http://www.casact.org/coneduc/specsem/sp2003/papers/. Process to Create Paper. Problem (Profit Hearing) Look to experts on subject TIAA CREF conference

532 views • 35 slides

The Cotor Challenge, Round 2

502 views • 33 slides

607 views • 30 slides

Research Trends and Opportunities in Actuarial Science and Financial Mathematics

Research Trends and Opportunities in Actuarial Science and Financial Mathematics. Rick Gorvett, FCAS, ASA, CERA, MAAA, ARM, FRM, Ph.D. Director, Actuarial Science Program State Farm Companies Foundation Scholar in Actuarial Science University of Illinois at Urbana-Champaign MAA - Illinois

727 views • 25 slides

Pricing Asian Options in Affine Garch models Lorenzo Mercuri Dip. Metodi Quantitativi per le Scienze Economiche e Azien

Pricing Asian Options in Affine Garch models Lorenzo Mercuri Dip. Metodi Quantitativi per le Scienze Economiche e Aziendali Milano-Bicocca 28-29-30th of January, 2009. X Workshop on Quantitative Finance. Outline. Affine Garch models Geometric Asian options Arithmetic Asian options

651 views • 21 slides