Mary Hardy
#167,781
Most Influential Person Now
Actuary and educator
Mary Hardy 's AcademicInfluence.com Rankings
Mary Hardy mathematics Degrees
Mathematics
#7925
World Rank
#10770
Historical Rank
Actuarial Science
#6
World Rank
#7
Historical Rank
Measure Theory
#3559
World Rank
#4200
Historical Rank
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Education Mathematics
Why Is Mary Hardy Influential?
(Suggest an Edit or Addition)According to Wikipedia, Mary Rosalyn Hardy is a professor of actuarial science at the University of Waterloo . She pioneered, together with Julia Wirch, the development and application of the conditional tail expectation . Biography Hardy studied mathematics at the University of London and holds a PhD from Heriot-Watt University in Edinburgh. She has served as editor of the North American Actuarial Journal and she was previously editor of Annals of Actuarial Science.
Mary Hardy 's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- A Regime-Switching Model of Long-Term Stock Returns (2001) (484)
- Investment guarantees : modeling and risk management for equity-linked life insurance (2003) (299)
- Measuring Basis Risk in Longevity Hedges (2011) (221)
- Actuarial Mathematics for Life Contingent Risks (2009) (216)
- A Synthesis of Risk Measures for Capital Adequacy (1999) (192)
- Reserving for maturity guarantees: Two approaches (1997) (152)
- Guaranteed Annuity Options (2003) (131)
- Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach (2009) (125)
- On Pricing and Hedging the No-Negative-Equity Guarantee in Equity Release Mechanisms (2009) (79)
- Distortion Risk Measures : Coherence and Stochastic Dominance (2002) (78)
- Practical Risk Theory for Actuaries . By C.D. Daykin, T. Pentikäinen and M. Pesonen (Chapman and Hall, 1994) £35.00 (1995) (68)
- Hedging and Reserving for Single-Premium Segregated Fund Contracts (2000) (63)
- A step-by-step guide to building two-population stochastic mortality models (2015) (47)
- Valuation of a Guaranteed Minimum Income Benefit (2010) (47)
- STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES (2013) (43)
- Developing Mortality Improvement Formulas (2010) (41)
- Validation Of Long-Term Equity return Models For Equity-Linked Guarantees (2006) (38)
- Bayesian Risk Management for Equity-Linked Insurance (2002) (37)
- A capital allocation based on a solvency exchange option (2009) (34)
- A Semi-Markov Multiple State Model for Reverse Mortgage Terminations (2012) (34)
- Markovian Approaches to Joint-Life Mortality (2011) (34)
- Research and Reality - A Literature Review on Drawing Down Retirement Financial Savings (2013) (33)
- Longevity Risk and Capital Markets: The 2012–2013 Update (2014) (32)
- 1. Mortality on the Move (1994) (30)
- Risk Management of Policyholder Behavior in Equity‐Linked Life Insurance (2017) (29)
- EDUCATION AND EXAMINATION COMMITTEE OF THE SOCIETY OF ACTUARIES CONSTRUCTION AND EVALUATION OF ACTUARIAL MODELS STUDY NOTE AN INTRODUCTION TO RISK MEASURES FOR ACTUARIAL APPLICATIONS (2006) (28)
- A Credibility Approach to Mortality Risk (1998) (27)
- The Iterated Cte (2004) (26)
- Risk Management of Policyholder Behavior in Equity Linked Life Insurance (2015) (24)
- Reserving for maturity guarantees (1996) (23)
- Stochastic simulation in life office solvency assessment (1993) (22)
- Quantifying and Correcting the Bias in Estimated Risk Measures (2007) (22)
- Actuarial Mathematics for Life Contingent Risks: Index (2009) (20)
- Research and Reality: A Literature Review on Drawing Down Retirement Financial Savings (2013) (16)
- Life after VaR (2005) (14)
- The DB Underpin Hybrid Pension Plan (2009) (14)
- Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities (2017) (12)
- Actuarial Mathematics for Life Contingent Risks: Multiple state models (2009) (12)
- Market-Consistent Valuation and Funding of Cash Balance Pensions (2014) (12)
- Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit (2012) (11)
- Stock Return Models for Segregated Fund Guarantees (1999) (9)
- Approximating the Aggregate Claims Distribution (2014) (8)
- Updating Wilkie’s Economic Scenario Generator for U.S. Applications (2018) (8)
- Valuation of an early exercise defined benefit underpin hybrid pension (2018) (8)
- Estimating the Variance of Bootstrapped Risk Measures (2009) (7)
- Efficient Nested Simulation Of Tail Risk Measures (2019) (6)
- Simulating the Relative Solvency of Life Insurers (1996) (5)
- Assessing Regime Switching Equity Return Models (2009) (4)
- DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS (2015) (4)
- Dynamic Financial Modeling of an Insurance Enterprise (2006) (3)
- Regulatory Capital Standards for Property and Casualty Insurers under the U.S., Canadian and Proposed Solvency II (Standard) Formulas (2010) (3)
- Chapter 18 Financial Engineering: Applications in Insurance (2007) (3)
- Structure of intergenerational risk-sharing plans: optimality and fairness (2020) (3)
- Stochastic Modelling for Life Offices (1996) (3)
- Wilkie Investment Model (2006) (3)
- Perspectives on actuarial education (1990) (2)
- Options and Guarantees in Life Insurance (2006) (2)
- Quantitative Enterprise Risk Management (2022) (2)
- Epstein-Zin Preferences in Life-Cycle Applications: Uncertain Lifetime and Consumption Smoothing (2018) (2)
- Dynamic importance allocated nested simulation for variable annuity risk measurement (2020) (2)
- Threshold Life Tables and Their Applications (2008) (2)
- We Are All “Actuaries Of The Third Kind” Now (2005) (2)
- “Author’s Reply: A Regime-Switching Model of Long-Term Stock Returns” by Mary Hardy, April 2001 - Discussion by Gordon E. Klein (2002) (1)
- Actuarial Mathematics for Life Contingent Risks: Life tables and selection (2009) (1)
- Guaranteed Annuity Options or a Fine Mess (2004) (1)
- A Comparative Analysis of U . S . , Canadian and Solvency II Capital Adequacy Requirements in Life Insurance Sponsored by CAS , CIA , and SOA Joint Risk Management Section Prepared (2009) (1)
- FAIR TRANSITION FROM DEFINED BENEFIT TO TARGET BENEFIT (2021) (1)
- Updating Wilkie's Economic Scenario Generator for U.S. Applications (2017) (1)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks (2012) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 4 (2012) (0)
- Valuation of a Early Exercise Defined Benefit (DB) Underpin Hybrid Pension Benefit (2017) (0)
- Actuarial Mathematics for Life Contingent Risks: Emerging costs for equity-linked insurance (2009) (0)
- Actuarial Mathematics for Life Contingent Risks: Introduction to life insurance (2009) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 14 (2012) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 6 (2012) (0)
- Actuarial Mathematics for Life Contingent Risks: Numerical techniques (2009) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 9 (2012) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 11 (2012) (0)
- Longevity risk : Retirement product innovation and risk management strategies (2019) (0)
- Actuarial Mathematics for Life Contingent Risks: Emerging costs for traditional life insurance (2009) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 1 (2012) (0)
- An Introduction to Actuarial Studies. by M. E. Atkinson and D. C. M. Dickson. (Edward Elgar Publishing, 2000) (2001) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 3 (2012) (0)
- Actuarial Mathematics for Life Contingent Risks: Simulation (2009) (0)
- Actuarial Mathematics for Life Contingent Risks: Option pricing (2009) (0)
- Two-Stage Nested Simulation of Tail Risk Measurement A Likelihood Ratio Approach (2022) (0)
- Life Insurance Solvency Assessment Using Stochastic Simulation Techniques (1993) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 12 (2012) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Preface (2012) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 10 (2012) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 7 (2012) (0)
- Valuation of a Bermudan DB underpin hybrid pension benefit (2017) (0)
- A Consolidated Database of Police-Reported Motor Vehicle Traffic Accidents in the United States for Actuarial Applications (2021) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 13 (2012) (0)
- Reserving for Segregated Fund Contracts (2003) (0)
- Estimating survival models (2019) (0)
- Actuarial Mathematics for Life Contingent Risks: Annuities (2009) (0)
- Actuarial Mathematics for Life Contingent Risks: Interest rate risk (2009) (0)
- Actuarial Mathematics for Life Contingent Risks: Embedded options (2009) (0)
- Editorial (2008) (0)
- Actuarial Mathematics for Life Contingent Risks: Probability theory (2009) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 8 (2012) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 2 (2012) (0)
- Actuarial Mathematics for Life Contingent Risks: Preface (2009) (0)
- Editorial (2013) (0)
- Actuarial Sciences Graduate Training Program (India-Waterloo) : final report (2012) (0)
- Proper Ordering of Risk (2000) (0)
- Actuarial Mathematics for Life Contingent Risks: Pension mathematics (2009) (0)
- Actuarial Mathematics for Life Contingent Risks: Premium calculation (2009) (0)
- Mortality risk: Margins and capital needs (1996) (0)
- Actuarial Mathematics for Life Contingent Risks: Policy values (2009) (0)
- Solutions Manual for Actuarial Mathematics for Life Contingent Risks: Solutions for Chapter 5 (2012) (0)
- Editorial (2006) (0)
- Taking Stock (2007) (0)
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