Geometric Brownian motion models for assets and liabilities: From pension funding to optimal dividends
Gerber, Hans U
ABSTRACT
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Category: North American Actuarial Journal
Issues for implementing phased retirement in defined benefit plans
Forman, Jonathan Barry
ABSTRACT
U.S. society is aging. The …
Note on the tail behavior of random walk maxima with heavy tails and negative drift
Kaas, Rob
ABSTRACT
This paper investigates…
An economic analysis of life insurance company expenses
Segal, Dan
ABSTRACT
This study provides an economic analysis of life …
A comparison of solvency requirements and early warning systems for life insurance companies in China with representative world practices
…
RETIREMENT BENEFITS, ECONOMICS AND ACCOUNTING: MORAL HAZARD AND FRAIL BENEFIT DESIGNS
Gold, Jeremy
ABSTRACT
This paper uses ec…
MEASURING TERMINABLE POSTRETIREMENT OBLIGATIONS
Petertil, Jeffrey P
ABSTRACT
New approaches are needed to value benefit plans …