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Displaying 1 - 2 of 2
Understanding risks in a hybrid pension plan with stochastic rates of return
Author: Wen, Tingting
Date created: 2014-03-03
Analysis of long-term disability insurance portfolios with stochastic interest rates and multi-state transition models
Author: Xia, Yu
Date created: 2012-01-23

Date created

Resource type

  • Graduating extended essay / Research project (2)

Author

  • Wen, Tingting (1)
  • Xia, Yu (1)

Collection

  • Statistics and Actuarial Science Theses (2)

Scholarly level

  • Graduate student (Masters) (2)

Thesis Advisor

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Keywords

  • (-) Investment Risk (2)
  • AR (1) process (1)
  • AR(1) process (1)
  • Binomial Tree Model (1)
  • Gaussian Process (1)
  • Hybrid Pension Plan (1)
  • Insurance Risk (1)
  • Long-term Disability Insurance Portfolio (1)
  • MA(1) Process (1)
  • Multi-state Transition Models (1)
  • Risk Sharing (1)

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