Mary R. Hardy

Available identifiers

zbMath Open hardy.mary-rWikidataQ85784080 ScholiaQ85784080MaRDI QIDQ1023095

List of research outcomes

Publication	Date of Publication	Type
Two-stage nested simulation of tail risk measurement: a likelihood ratio approach	2023-02-03	Paper
The DB Underpin Hybrid Pension Plan	2022-02-11	Paper
Quantitative Enterprise Risk Management	2022-02-03	Paper
Threshold Life Tables and Their Applications	2022-01-19	Paper
FAIR TRANSITION FROM DEFINED BENEFIT TO TARGET BENEFIT	2021-12-27	Paper
Validation Of Long-Term Equity return Models For Equity-Linked Guarantees	2021-12-22	Paper
Structure of intergenerational risk-sharing plans: optimality and fairness	2021-09-13	Paper
Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities	2020-12-11	Paper
STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES	2020-02-05	Paper
Actuarial Mathematics for Life Contingent Risks	2019-10-07	Paper
Market-Consistent Valuation and Funding of Cash Balance Pensions	2019-05-28	Paper
Updating Wilkie’s Economic Scenario Generator for U.S. Applications	2019-05-07	Paper
Valuation of an early exercise defined benefit underpin hybrid pension	2018-12-14	Paper
DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS	2018-10-19	Paper
A step-by-step guide to building two-population stochastic mortality models	2015-08-20	Paper
Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit	2014-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q2842207	2013-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q2842208	2013-08-13	Paper
Solutions Manual for Actuarial Mathematics for Life Contingent Risks	2012-08-17	Paper
Measuring Basis Risk in Longevity Hedges	2011-12-21	Paper
Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach	2011-01-20	Paper
Estimating the Variance of Bootstrapped Risk Measures	2011-01-20	Paper
Actuarial Mathematics for Life Contingent Risks	2009-10-07	Paper
A Credibility Approach to Mortality Risk	2009-06-15	Paper
A capital allocation based on a solvency exchange option	2009-06-10	Paper
Quantifying and Correcting the Bias in Estimated Risk Measures	2009-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q5480304	2006-07-28	Paper
Hedging and Reserving for Single-Premium Segregated Fund Contracts	2006-01-13	Paper
A Regime-Switching Model of Long-Term Stock Returns	2006-01-13	Paper
The Iterated Cte	2006-01-06	Paper
Guaranteed Annuity Options	2005-03-30	Paper
Bayesian Risk Management for Equity-Linked Insurance	2004-03-16	Paper
A synthesis of risk measures for capital adequacy	2000-07-25	Paper
Reserving for maturity guarantees: Two approaches	1998-03-17	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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