Mary R. Hardy

University of Waterloo

Waterloo, Ontario N2L 3G1

Canada

SCHOLARLY PAPERS

10

DOWNLOADS

963

SSRN CITATIONS
Rank 22,721

SSRN RANKINGS

Top 22,721

in Total Papers Citations

25

CROSSREF CITATIONS

19

Scholarly Papers (10)

1.

Research and Reality - A Literature Review on Drawing Down Retirement Financial Savings

Number of pages: 55 Posted: 13 Feb 2012 Last Revised: 11 Nov 2013
Ryerson University - The National Institute of Aging (NIA), University of Western Ontario - Department of Statistical and Actuarial Sciences, Independent, EvidenceNetwork.ca and University of Waterloo
Downloads 290 (131,532)
Citation 7

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Literature review, retirement financial savings drawdown, self-managed drawdown strategies, annuities, post-retirement risks, individual retirement planning, retirement financial advisors

2.

Risk Management of Policyholder Behavior in Equity Linked Life Insurance

Number of pages: 34 Posted: 08 Feb 2015
University of Waterloo, University of Montreal - Department of Mathematics and Statistics, Grenoble Ecole de Management and University of Waterloo
Downloads 247 (154,765)
Citation 3

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Variable annuities, pricing, GMMB, dynamic hedging, surrender behavior

3.

State-Dependent Fees for Variable Annuity Guarantees

Number of pages: 29 Posted: 30 Apr 2013 Last Revised: 27 Jul 2013
Carole Bernard, Mary R. Hardy and Anne MacKay
Grenoble Ecole de Management, University of Waterloo and University of Waterloo
Downloads 127 (275,865)
Citation 9

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Variable annuities, pricing, GMMB, GMDB, surrender option

4.

Epstein-Zin Preferences in Life-Cycle Applications: Uncertain Lifetime and Consumption Smoothing

Number of pages: 22 Posted: 18 Oct 2018
Saisai Zhang, Mary R. Hardy and David Saunders
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 101 (324,050)
Citation 3

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Life-Cycle Investing, Epstein-Zin Preferences, Uncertain Lifetime, Consumption Smoothing, Elasticity of Intertemporal Substitution

5.

Updating Wilkie's Economic Scenario Generator for U.S. Applications

Number of pages: 40 Posted: 21 Sep 2017 Last Revised: 16 Dec 2017
Saisai Zhang, Mary R. Hardy and David Saunders
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 89 (351,242)

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Economic Scenario Generators

6.

Structure of Intergenerational Risk-Sharing Plans: Optimality and Fairness

Number of pages: 40 Posted: 06 Aug 2020
Xiaobai Mike Zhu, Mary R. Hardy and David Saunders
University of Waterloo - Department of Statistics and Actuarial Science, University of Waterloo and University of Waterloo
Downloads 44 (500,463)
Citation 1

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Pension plans; Intergenerational Risk Sharing; Ergodic Control

7.

Valuation of a Early Exercise Defined Benefit (DB) Underpin Hybrid Pension Benefit

Number of pages: 34 Posted: 20 Dec 2017
Xiaobai Mike Zhu, Mary R. Hardy and David Saunders
University of Waterloo - Department of Statistics and Actuarial Science, University of Waterloo and University of Waterloo
Downloads 38 (528,532)

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Pension Risk Management, Optimal Exercise

8.

Dynamic Importance Allocated Nested Simulation for Variable Annuity Risk Measurement

Number of pages: 29 Posted: 20 Jan 2021
Ou Dang, Mingbin Feng and Mary R. Hardy
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 19 (643,681)

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Nested simulation, Expected Shortfall, Variable Annuities, Concomitants, Conditional Tail Expectation.

9.

On Pricing and Hedging the No-Negative-Equity Guarantee in Equity Release Mechanisms

Journal of Risk and Insurance, Vol. 77, Issue 2, pp. 499-522, June 2010
Number of pages: 24 Posted: 10 May 2010
Johnny Siu-Hang Li, Mary R. Hardy and Ken Seng Tan
affiliation not provided to SSRN, University of Waterloo and University of Waterloo
Downloads 6 (742,868)
Citation 4
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10.

Risk Management of Policyholder Behavior in Equity‐Linked Life Insurance

Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 661-690, 2017
Number of pages: 30 Posted: 15 May 2017
ETH Zürich - Department of Mathematics, University of Montreal - Department of Mathematics and Statistics, Grenoble Ecole de Management and University of Waterloo
Downloads 2 (775,900)
Citation 8
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