Mary R. Hardy

From MaRDI portal
Person:1023095

Available identifiers

zbMath Open hardy.mary-rWikidataQ85784080 ScholiaQ85784080MaRDI QIDQ1023095

List of research outcomes

PublicationDate of PublicationType
Two-stage nested simulation of tail risk measurement: a likelihood ratio approach2023-02-03Paper
The DB Underpin Hybrid Pension Plan2022-02-11Paper
Quantitative Enterprise Risk Management2022-02-03Paper
Threshold Life Tables and Their Applications2022-01-19Paper
FAIR TRANSITION FROM DEFINED BENEFIT TO TARGET BENEFIT2021-12-27Paper
Validation Of Long-Term Equity return Models For Equity-Linked Guarantees2021-12-22Paper
Structure of intergenerational risk-sharing plans: optimality and fairness2021-09-13Paper
Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities2020-12-11Paper
STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES2020-02-05Paper
Actuarial Mathematics for Life Contingent Risks2019-10-07Paper
Market-Consistent Valuation and Funding of Cash Balance Pensions2019-05-28Paper
Updating Wilkie’s Economic Scenario Generator for U.S. Applications2019-05-07Paper
Valuation of an early exercise defined benefit underpin hybrid pension2018-12-14Paper
DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS2018-10-19Paper
A step-by-step guide to building two-population stochastic mortality models2015-08-20Paper
Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit2014-07-19Paper
https://portal.mardi4nfdi.de/entity/Q28422072013-08-13Paper
https://portal.mardi4nfdi.de/entity/Q28422082013-08-13Paper
Solutions Manual for Actuarial Mathematics for Life Contingent Risks2012-08-17Paper
Measuring Basis Risk in Longevity Hedges2011-12-21Paper
Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach2011-01-20Paper
Estimating the Variance of Bootstrapped Risk Measures2011-01-20Paper
Actuarial Mathematics for Life Contingent Risks2009-10-07Paper
A Credibility Approach to Mortality Risk2009-06-15Paper
A capital allocation based on a solvency exchange option2009-06-10Paper
Quantifying and Correcting the Bias in Estimated Risk Measures2009-01-28Paper
https://portal.mardi4nfdi.de/entity/Q54803042006-07-28Paper
Hedging and Reserving for Single-Premium Segregated Fund Contracts2006-01-13Paper
A Regime-Switching Model of Long-Term Stock Returns2006-01-13Paper
The Iterated Cte2006-01-06Paper
Guaranteed Annuity Options2005-03-30Paper
Bayesian Risk Management for Equity-Linked Insurance2004-03-16Paper
A synthesis of risk measures for capital adequacy2000-07-25Paper
Reserving for maturity guarantees: Two approaches1998-03-17Paper

Research outcomes over time


Doctoral students

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