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Sachelarie Vlad
  • Equity Indexed Ideas for Formal Systems of Old Age Security

    • Sandrine Aim
  • Stochastic Modelling of the Dependence of Lifetimes and Application to Life Insurance

    • Satoshi Sugita
  • Plan Design and Investment Policy of Cash Balance Pension Plan in Japan

    • Saunier Julien
  • Courbes d'exposition: étude par les fonctions de la classe MBBEFD et analyse en fonction du capital assuré

    • Savelli Nino
  • Dynamic Financial Analysis and Risk-Based Capital for a General Insurer

    • Scaillet O.
  • False Discoveries in Mutual Fund Performance: Finding Lucky Alphas

    • Shamsuddinov Bakhodir R
  • Actuarial aspects of pension reform in Uzbekistan

    • Sherris Michael
  • Insurer risk management in the presence of frictional costs

    • Shi Junning
  • Political Risk Reinsurance Pricing – A Capital Market Approach

    • Sibillo Marilena
  • The VaR of the mathematical provision: critical issues

    • Skucaite Aldona
  • On calculation of surplus value using stochastic modeling

    • Slutzky Marc
  • Preparing for Solvency II – Theoretical and Practical issues in Building Internal Economic Capital Models Using Nested Stochastic Projections

    • Smith Lee
  • The Changing Foundations of Actuarial Mathematics

    • Spivak Semyen
  • Inverse Problems in Markov Models and Actuarial Calculations

    • Spreitzer Uli Willibald
  • On the optimization of a CAPM-portfolio considering the possibility of safeguarding its loss

    • Steffensen Mogens
  • Accounting for Intervention Options: A Note on the Free Policy Reserve

    • Sunamoto Naoki
  • Cohort Effect Structure in the Lee-Carter Residual Term

    • Scheinerman David
  • The Fair Value of Insurance Contracts

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