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Hardy, Mary R.

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Author ID: hardy.mary-r Recent zbMATH articles by "Hardy, Mary R."
Published as: Hardy, Mary R.; Hardy, Mary; Hardy, M. R.
External Links: MGP
Documents Indexed: 30 Publications since 1997, including 6 Books

Publications by Year

Citations contained in zbMATH Open

25 Publications have been cited 597 times in 470 Documents Cited by Year
A regime-switching model of long-term stock returns. Zbl 1083.62530
Hardy, Mary R.
117
2001
Investment guarantees: Modeling and risk management for equity-linked life insurance. Zbl 1092.91042
Hardy, Mary R.
100
2003
Measuring basis risk involved in longevity hedges. Zbl 1228.91042
Li, Johnny Siu-Hang; Hardy, Mary R.
81
2011
A synthesis of risk measures for capital adequacy. Zbl 0951.91032
Wirch, Julia Lynn; Hardy, Mary R.
53
1999
Reserving for maturity guarantees: Two approaches. Zbl 0894.90044
Boyle, Phelim P.; Hardy, Mary R.
37
1997
Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113
Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng
34
2009
Guaranteed annuity options. Zbl 1098.91527
Boyle, Phelim; Hardy, Mary
31
2003
Actuarial mathematics for life contingent risks. Zbl 1180.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
24
2009
A step-by-step guide to building two-population stochastic mortality models. Zbl 1348.91164
Li, Johnny Siu-Hang; Zhou, Rui; Hardy, Mary
20
2015
Actuarial mathematics for life contingent risks. 2nd ed. Zbl 1271.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
20
2013
The iterated CTE: a dynamic risk measure. Zbl 1085.91524
Hardy, Mary R.; Wirch, Julia L.
13
2004
Hedging and reserving for single-premium segregated fund contracts. Zbl 1083.91518
Hardy, Mary R.
11
2000
Quantifying and correcting the bias in estimated risk measures. Zbl 1154.62378
Kim, Joseph Hyun Tae; Hardy, Mary R.
9
2007
A capital allocation based on a solvency exchange option. Zbl 1162.91380
Kim, Joseph H. T.; Hardy, Mary R.
9
2009
Bayesian risk management for equity-linked insurance. Zbl 1039.91041
Hardy, Mary R.
7
2002
A credibility approach to mortality risk. Zbl 1162.91415
Hardy, M. R.; Panjer, H. H.
7
1998
Measuring the effectiveness of static hedging strategies for a guaranteed minimum income benefit. Zbl 1291.91244
Marshall, Claymore; Hardy, Mary; Saunders, David
4
2012
Estimating the variance of bootstrapped risk measures. Zbl 1205.91085
Kim, Joseph H. T.; Hardy, Mary R.
4
2009
Research and reality: a literature review on drawing down retirement financial savings. Zbl 1412.91050
Mac Donald, Bonnie-Jeanne; Jones, Bruce; Morrison, Richard J.; Brown, Robert L.; Hardy, Mary
4
2013
State-dependent fees for variable annuity guarantees. Zbl 1431.91318
Bernard, Carole; Hardy, Mary; Mackay, Anne
3
2014
Longevity risk and capital markets: the 2012–2013 update. Zbl 1458.00030
Blake, David (ed.); MacMinn, Richard (ed.); Li, Johnny Siu-Hang (ed.); Hardy, Mary (ed.)
3
2014
Valuation of an early exercise defined benefit underpin hybrid pension. Zbl 1418.91261
Zhu, Xiaobai; Hardy, Mary; Saunders, David
2
2018
Market-consistent valuation and funding of cash balance pensions. Zbl 1414.91197
Hardy, M. R.; Saunders, D.; Zhu, X.
2
2014
Dynamic hedging strategies for cash balance pension plans. Zbl 1416.91230
Zhu, Xiaobai; Hardy, Mary R.; Saunders, David
1
2018
Actuarial mathematics for life contingent risks. 3rd edition. Zbl 1430.91003
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
1
2020
Actuarial mathematics for life contingent risks. 3rd edition. Zbl 1430.91003
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
1
2020
Valuation of an early exercise defined benefit underpin hybrid pension. Zbl 1418.91261
Zhu, Xiaobai; Hardy, Mary; Saunders, David
2
2018
Dynamic hedging strategies for cash balance pension plans. Zbl 1416.91230
Zhu, Xiaobai; Hardy, Mary R.; Saunders, David
1
2018
A step-by-step guide to building two-population stochastic mortality models. Zbl 1348.91164
Li, Johnny Siu-Hang; Zhou, Rui; Hardy, Mary
20
2015
State-dependent fees for variable annuity guarantees. Zbl 1431.91318
Bernard, Carole; Hardy, Mary; Mackay, Anne
3
2014
Longevity risk and capital markets: the 2012–2013 update. Zbl 1458.00030
Blake, David; MacMinn, Richard; Li, Johnny Siu-Hang; Hardy, Mary
3
2014
Market-consistent valuation and funding of cash balance pensions. Zbl 1414.91197
Hardy, M. R.; Saunders, D.; Zhu, X.
2
2014
Actuarial mathematics for life contingent risks. 2nd ed. Zbl 1271.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
20
2013
Research and reality: a literature review on drawing down retirement financial savings. Zbl 1412.91050
Mac Donald, Bonnie-Jeanne; Jones, Bruce; Morrison, Richard J.; Brown, Robert L.; Hardy, Mary
4
2013
Measuring the effectiveness of static hedging strategies for a guaranteed minimum income benefit. Zbl 1291.91244
Marshall, Claymore; Hardy, Mary; Saunders, David
4
2012
Measuring basis risk involved in longevity hedges. Zbl 1228.91042
Li, Johnny Siu-Hang; Hardy, Mary R.
81
2011
Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113
Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng
34
2009
Actuarial mathematics for life contingent risks. Zbl 1180.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
24
2009
A capital allocation based on a solvency exchange option. Zbl 1162.91380
Kim, Joseph H. T.; Hardy, Mary R.
9
2009
Estimating the variance of bootstrapped risk measures. Zbl 1205.91085
Kim, Joseph H. T.; Hardy, Mary R.
4
2009
Quantifying and correcting the bias in estimated risk measures. Zbl 1154.62378
Kim, Joseph Hyun Tae; Hardy, Mary R.
9
2007
The iterated CTE: a dynamic risk measure. Zbl 1085.91524
Hardy, Mary R.; Wirch, Julia L.
13
2004
Investment guarantees: Modeling and risk management for equity-linked life insurance. Zbl 1092.91042
Hardy, Mary R.
100
2003
Guaranteed annuity options. Zbl 1098.91527
Boyle, Phelim; Hardy, Mary
31
2003
Bayesian risk management for equity-linked insurance. Zbl 1039.91041
Hardy, Mary R.
7
2002
A regime-switching model of long-term stock returns. Zbl 1083.62530
Hardy, Mary R.
117
2001
Hedging and reserving for single-premium segregated fund contracts. Zbl 1083.91518
Hardy, Mary R.
11
2000
A synthesis of risk measures for capital adequacy. Zbl 0951.91032
Wirch, Julia Lynn; Hardy, Mary R.
53
1999
A credibility approach to mortality risk. Zbl 1162.91415
Hardy, M. R.; Panjer, H. H.
7
1998
Reserving for maturity guarantees: Two approaches. Zbl 0894.90044
Boyle, Phelim P.; Hardy, Mary R.
37
1997
all top 5

Cited by 641 Authors

20 Hardy, Mary R.
17 Li, Johnny Siu-Hang
15 Tsai, Cary Chi-Liang
12 Forsyth, Peter A.
12 Haberman, Steven
11 Blake, David
10 Mamon, Rogemar S.
9 Tan, Ken Seng
9 Yang, Hailiang
8 Lin, Tzuling
7 Cairns, Andrew J. G.
7 Gan, Guojun
7 Liu, Yanxin
7 Siu, Tak Kuen
7 Vetzal, Kenneth R.
7 Wang, Chou-Wen
7 Zitikis, Ričardas
6 Boyle, Phelim P.
6 Devolder, Pierre
6 Dong, Yinghui
6 Feng, Runhuan
6 Kim, Joseph Hyun Tae
6 Lin, X. Sheldon
6 Liu, Xiaoming
6 Ma, Jingtang
6 Valdez, Emiliano A.
6 Yang, Sharon S.
6 Yuen, Kam Chuen
5 Bernard, Carole
5 Chen, Ping
5 Godin, Frédéric
5 Mackay, Anne
5 MacMinn, Richard D.
5 Melnikov, Aleksander Viktorovich
5 Weng, Chengguo
4 Antonio, Katrien
4 Dhaene, Jan
4 Gaillardetz, Patrice
4 Gao, Huan
4 Hunt, Andrew
4 Jones, Bruce L.
4 Khaliq, Abdul Q. M.
4 Kleinow, Torsten
4 Ko, Bangwon
4 Millossovich, Pietro
4 Nielsen, Jens Perch
4 Pelsser, Antoon A. J.
4 Trottier, Denis-Alexandre
4 Wang, Guojing
4 Wang, Rongming
4 Zhou, Rui
4 Zhou, Zhiqiang
4 Zhu, Xiaobai
3 Ahn, Jae Youn
3 Bae, Taehan
3 Chan, Wai-Sum
3 Chen, An
3 Coleman, Thomas F.
3 Consiglio, Andrea
3 de Jong, Piet
3 Denuit, Michel M.
3 Donnelly, Catherine
3 Dowd, Kevin
3 Fard, Farzad Alavi
3 Hainaut, Donatien
3 Hartman, Brian M.
3 Hong, Liang
3 Huang, Hong-Chih
3 Lee, Hangsuck
3 Løchte Jørgensen, Peter
3 Loisel, Stéphane
3 Milevsky, Moshe Arye
3 Ng, Andrew Cheuk-Yin
3 O’Hare, Colin
3 Piscopo, Gabriella
3 Qian, Linyi
3 Regis, Luca
3 Salhi, Yahia
3 Sherris, Michael
3 Shyamalkumar, Nariankadu D.
3 Wang, Suxin
3 Windcliff, Heath
3 Wu, Chongfeng
3 Wu, Huiling
3 Wu, Yuehua
3 Yang, Shuai
3 Yuan, Zhongyi
3 Zhao, Hui
2 Arnold, Séverine
2 Ballotta, Laura
2 Boudreault, Mathieu
2 Brahimi, Brahim
2 Cheung, Ka Chun
2 Cheung, Siu Hung
2 Christiansen, Marcus Christian
2 Collamore, Jeffrey F.
2 Company, Rafael
2 Coughlan, Guy D.
2 Csóka, Péter
2 D’Amato, Valeria
...and 541 more Authors
all top 5

Cited in 81 Serials

160 Insurance Mathematics & Economics
74 North American Actuarial Journal
31 Scandinavian Actuarial Journal
30 ASTIN Bulletin
16 European Actuarial Journal
11 Quantitative Finance
10 Journal of Computational and Applied Mathematics
7 European Journal of Operational Research
7 International Journal of Theoretical and Applied Finance
5 Journal of Economic Dynamics & Control
5 Communications in Statistics. Theory and Methods
5 Discrete Dynamics in Nature and Society
4 Computers & Mathematics with Applications
4 Applied Mathematical Finance
4 Journal of Probability and Statistics
4 Annals of Finance
3 Annals of Operations Research
3 International Journal of Computer Mathematics
3 Computational Statistics and Data Analysis
3 Methodology and Computing in Applied Probability
3 Mathematics and Financial Economics
2 Applied Mathematics and Computation
2 Stochastic Analysis and Applications
2 Optimization
2 Journal of Scientific Computing
2 Bernoulli
2 Finance and Stochastics
2 Mathematical Methods of Operations Research
2 Lobachevskii Journal of Mathematics
2 Applied Stochastic Models in Business and Industry
2 Decisions in Economics and Finance
2 Frontiers of Mathematics in China
2 AStA. Advances in Statistical Analysis
2 Dependence Modeling
1 ACM Computing Surveys
1 International Journal of Control
1 Journal of Mathematical Analysis and Applications
1 Lithuanian Mathematical Journal
1 Information Sciences
1 Journal of the American Statistical Association
1 Journal of Mathematical Economics
1 Journal of Statistical Planning and Inference
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Mathematical Social Sciences
1 Statistics & Probability Letters
1 Journal of Time Series Analysis
1 Applied Numerical Mathematics
1 Acta Mathematicae Applicatae Sinica. English Series
1 Statistics
1 Numerical Methods for Partial Differential Equations
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Journal of Applied Mathematics and Stochastic Analysis
1 The Annals of Applied Probability
1 Journal of Statistical Computation and Simulation
1 Stochastic Processes and their Applications
1 Statistica Sinica
1 Arab Journal of Mathematical Sciences
1 Mathematical Problems in Engineering
1 Mathematical Finance
1 Abstract and Applied Analysis
1 Journal of Applied Statistics
1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
1 Nonlinear Analysis. Real World Applications
1 Journal of Systems Science and Complexity
1 Stochastic Models
1 Entropy
1 OR Spectrum
1 Journal of Industrial and Management Optimization
1 Stochastics
1 Journal of Forecasting
1 Journal of the Korean Statistical Society
1 Journal of Statistical Theory and Practice
1 The B. E. Journal of Theoretical Economics
1 Nonlinear Analysis. Hybrid Systems
1 SIAM Journal on Financial Mathematics
1 Mathematical Control and Related Fields
1 Statistics & Risk Modeling
1 East Asian Journal on Applied Mathematics
1 The Scientific World Journal. Probability and Statistics

Citations by Year