Waterloo, Ontario N2L 3G1
University of Waterloo
in Total Papers Citations
Literature review, retirement financial savings drawdown, self-managed drawdown strategies, annuities, post-retirement risks, individual retirement planning, retirement financial advisors
Variable annuities, pricing, GMMB, dynamic hedging, surrender behavior
Variable annuities, pricing, GMMB, GMDB, surrender option
Life-Cycle Investing, Epstein-Zin Preferences, Uncertain Lifetime, Consumption Smoothing, Elasticity of Intertemporal Substitution
Economic Scenario Generators
Pension plans; Intergenerational Risk Sharing; Ergodic Control
Pension Risk Management, Optimal Exercise
Nested simulation, Expected Shortfall, Variable Annuities, Concomitants, Conditional Tail Expectation.
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