Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Oberoi, Jaideep S"'
Publikováno v:
Annals of Actuarial Science. Mar2020, Vol. 14 Issue 1, p20-41. 22p.
Autor:
Andrews, Douglas, Bonnar, Stephen, Curtis, Lori J., Oberoi, Jaideep S., Pittea, Aniketh, Tapadar, Pradip
Publikováno v:
Annals of Actuarial Science; Jul2022, Vol. 16 Issue 2, p214-242, 29p
Autor:
Tapadar, Pradip, Andrews, Doug W., Bonnar, Stephen, Curtis, Lori, Oberoi, Jaideep S, Pittea, Aniketh
Publikováno v:
Fifteenth International Longevity Risk and Capital Markets Solutions Conference
Years of high inflation, good investment returns and profits during the 1970s and 1980s created the illusion that defined benefit (DB) pension plans are easily affordable. Due to the creation of large surpluses during those years, pension risks have
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=core_ac_uk__::fbfa3826d50d919bd3dd79a5a2538ec0
https://kar.kent.ac.uk/76577/1/Longevity15-Tapadar.pdf
https://kar.kent.ac.uk/76577/1/Longevity15-Tapadar.pdf
We study alternative dynamics for Value at Risk (VaR) that incorporate a slow moving component and information on recent aggregate returns in established quantile (auto) regression models. These models are compared on their economic performance, and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=core_ac_uk__::55d72e42022994be5bdcd982137eaa65
https://kar.kent.ac.uk/50894/1/MitrodimaOberoi2015_LongMemoryVaR.pdf
https://kar.kent.ac.uk/50894/1/MitrodimaOberoi2015_LongMemoryVaR.pdf
Autor:
Ahsan, Syed, Oberoi, Jaideep S
This paper focuses on the role of “institutions” in the fight against poverty and inequality. Our view of institutions encompasses formal rules designed by polity (including those in the legal and economics sphere such as rules of property rights
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=core_ac_uk__::f385fad13a3186f86dfd865e7ee01681
https://kar.kent.ac.uk/70616/1/cesifo_wp846.pdf
https://kar.kent.ac.uk/70616/1/cesifo_wp846.pdf