{"id":40,"date":"2015-06-01T11:51:49","date_gmt":"2015-06-01T10:51:49","guid":{"rendered":"http:\/\/blogs.kent.ac.uk\/smsasnews\/?p=40"},"modified":"2019-01-09T15:30:15","modified_gmt":"2019-01-09T15:30:15","slug":"several-casri-articles-in-latest-aas","status":"publish","type":"post","link":"https:\/\/blogs.kent.ac.uk\/smsasnews\/several-casri-articles-in-latest-aas\/","title":{"rendered":"Several CASRI articles in latest AAS"},"content":{"rendered":"

\"AAS9_01\"<\/a>The latest (March 2015) edition of the official journal of the Institute and Faculty of Actuaries features three articles authored or co-authored by CASRI researchers.<\/p>\n

Home equity release for long-term care financing: an improved market structure and pricing approach<\/a><\/strong> is co-authored by Dr Jaideep Oberoi with Dr Doug Andrews (University of Waterloo and a former CASRI member). The article looks at ways of possibly promoting greater use of home equity release products, to fund long-term residential care costs, through a more granular risk analysis that takes greater account of housing market pricing variations.<\/p>\n

Dr Pradip Tapadar, with Dr Wei Yang (CASRI PhD alumnus, 2012), submitted the article Role of the Pension Protection Fund in financial risk management of UK defined benefit pension sector: a multi-period economic capital study<\/strong><\/a>. This examines how risk-sharing through the Pension Protection Fund could reduce the aggregate economic capital requirement for the entire UK pension sector.<\/p>\n

The third of the articles to feature in this edition of the Annals of Actuarial Science was co-authored by Dr Daniel Alai. Entitled Modelling cause-of-death mortality and the impact of cause-elimination<\/strong><\/a>, the article proposes a refined model and demonstrates its application to data from France.<\/p>\n