Topic dossiers02 records
02
Curated research dossier
Macro-Financial Risk & Actuarial Systems
Work on macroeconomic tail risk, actuarial design, insurance systems, annuities, and financial stress.
01Dossier contents
Essays and projects, read as one inquiry.
1 essays and 1 projects are linked by subject, method, and evidence.
- 01ProjectBayesian Nonparametric Estimation of Time-Varying Macroeconomic Tail RiskRecord
A Bayesian nonparametric framework for tracking how macroeconomic downside risk evolves over time, using a time-dependent Dirichlet process mixture on long-run cross-country consumption growth data.
- 02EssayFIA and MYGA: General Account Economics, Crediting Design, and Actuarial Risk ManagementJan 2026
A technical deep-dive into fixed indexed annuities (FIAs) and multi-year guaranteed annuities (MYGAs): crediting mechanics, option budgets, hedging/ALM interactions, behavioral risk, and the reserve/capital constraints that determine what designs are actually feasible.