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Article
Backtesting of dynamic hedging of Registered Indexed-Linked Annuity (RILA)
04 December 2024 - by Hervé Andrès, Alexandre Boumezoued, Ken Qian, Katherine Wang
We show how dynamic hedging of registered indexed-linked annuities can often reasonably predict resulting profit or loss.
Article
MIMSA III 2020: Study of mortality and lapse rates in level term life insurance
29 April 2020 - by Ken Qian, Ben Johnson, Jenny Jin
This report discusses findings from Milliman’s research on predicting lapse and mortality rates for 10-year and 15-year premium term insurance products from the Milliman Industry Study and Analysis data set.