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Value of Longevity Pooling
Value of Longevity Pooling The Society of Actuaries’ Pension Section has completed a research effort exploring the value of longevity pooling and its implications. April 2019 The Society of ...- Authors: Moshe Arye Milevsky, Daniel Bauer
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
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On Negative Option Values in Personal Savings Products
On Negative Option Values in Personal Savings Products This abstract describes a paper that demonstrates that option values generally considered to be strictly positive as they provide the holder ...- Authors: Thorsten Moenig, Daniel Bauer
- Date: Feb 2014
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The Marginal Cost of Risk, Risk Measures, and Capital Allocation
The Marginal Cost of Risk, Risk Measures, and Capital Allocation This abstract describes a paper that reverses the sequence of the Euler (or gradient) allocation technique by calculating the ...- Authors: Daniel Bauer, George H Zanjani
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Program
Program program for the 52nd Actuarial Research Conference. program;52nd Actuarial Research Conference;ARCH 2108.1 6442482009 4/26/2018 12:00:00 AM ...- Authors: Daniel Bauer, Carmen Brown
- Date: Apr 2018
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Value of Longevity Pooling
Value of Longevity Pooling The Society of Actuaries’ Pension Section has completed a research effort exploring the value of longevity pooling and its implications. 6442478970 10/4/2017 12:00:00 ...- Authors: Daniel Bauer
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
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Invitation to Attend ARC 2017 at Georgia State
Invitation to Attend ARC 2017 at Georgia State By Daniel Bauer The Department of Risk Management and Insurance at Georgia State University cordially invites you to attend the 52nd Actuarial ...- Authors: Daniel Bauer
- Date: Oct 2016
- Competency: Communication>Oral communication; External Forces & Industry Knowledge>Actuarial theory in business context; Relationship Management>Relationships and trust
- Publication Name: Expanding Horizons
- Topics: Actuarial Profession>Professional development
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Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities
Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities This abstract describes a paper that develops a risk-neutral ...- Authors: Thorsten Moenig, Daniel Bauer
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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Georgia State University Hosts the 2017 Actuarial Research Conference (ARC)
Georgia State University Hosts the 2017 Actuarial Research Conference (ARC) Atlanta Georgia, July 26–July 29, 2017 Actuarial Education and Research Atlanta Georgia, July 26–July 29, 2017 The Risk ...- Authors: David Buechner, Daniel Bauer
- Date: Apr 2017
- Competency: Leadership>Thought leadership
- Publication Name: Expanding Horizons
- Topics: Actuarial Profession>Academic partnerships
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The 52nd Actuarial Research Conference (ARC) and an Invitation to ARC 2018
The 52nd Actuarial Research Conference (ARC) and an Invitation to ARC 2018 Preview the next ARC, taking place August 8–11 at Western University. Education; Future Career 6442483102 5/1/2018 12:00 ...- Authors: Daniel Bauer, Bruce Jones, David Buechner
- Date: May 2018
- Competency: Communication>Oral communication
- Publication Name: Actuary of the Future
- Topics: Actuarial Profession>Academic partnerships
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52nd Actuarial Research Conference Sponsors
52nd Actuarial Research Conference Sponsors list of sponsors for the 52nd Actuarial Research Conference. sponsors;52nd Actuarial Research Conference;ARCH 2018.1 6442482015 4/26/2018 12:00:00 AM ...- Authors: Daniel Bauer, Carmen Brown
- Date: Apr 2018