Edit Profile (opens in new tab) Hardy, Mary Rosalyn Co-Author Distance Author ID: hardy.mary-r Published as: Hardy, Mary R.; Hardy, Mary; Hardy, M. R. more...less Homepage: https://uwaterloo.ca/statistics-and-actuarial-science/people-profiles/mary-hardy External Links: MGP · Wikidata · Google Scholar · dblp · GND · IdRef Documents Indexed: 35 Publications since 1997, including 7 Books 1 Contribution as Editor Co-Authors: 25 Co-Authors with 32 Joint Publications 425 Co-Co-Authors all top 5 Co-Authors 4 single-authored 8 Saunders, David Claude 5 Dickson, David C. M. 5 Li, Johnny Siu-Hang 5 Waters, Howard R. 5 Zhu, Xiaobai 3 Kim, Joseph Hyun Tae 2 Boyle, Phelim P. 2 Dang, Ou 2 Feng, Mingbin 2 Tan, Ken Seng 2 Wirch, Julia Lynn 1 Bernard, Carole L. 1 Blake, David 1 Brown, Robert L. 1 Chen, Kai 1 Freeland, R. Keith 1 MacDonald, Bonnie-Jeanne 1 Mackay, Anne 1 MacMinn, Richard D. 1 Marshall, Claymore 1 Morrison, Richard J. 1 Panjer, Harry H. 1 Till, Matthew C. 1 Zhang, Saisai 1 Zhou, Rui Serials 13 North American Actuarial Journal 8 ASTIN Bulletin 6 International Series on Actuarial Science 5 Insurance Mathematics & Economics 3 Scandinavian Actuarial Journal all top 5 Fields 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Statistics (62-XX) 5 General and overarching topics; collections (00-XX) 4 Mathematics education (97-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 31 Publications have been cited 758 times in 584 Documents Cited by ▼ Year ▼ A regime-switching model of long-term stock returns. Zbl 1083.62530Hardy, Mary R. 144 2001 Investment guarantees: Modeling and risk management for equity-linked life insurance. Zbl 1092.91042Hardy, Mary R. 123 2003 Measuring basis risk involved in longevity hedges. Zbl 1228.91042Li, Johnny Siu-Hang; Hardy, Mary R. 98 2011 A synthesis of risk measures for capital adequacy. Zbl 0951.91032Wirch, Julia Lynn; Hardy, Mary R. 57 1999 Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng 45 2009 Reserving for maturity guarantees: Two approaches. Zbl 0894.90044Boyle, Phelim P.; Hardy, Mary R. 41 1997 Guaranteed annuity options. Zbl 1098.91527Boyle, Phelim; Hardy, Mary 34 2003 Actuarial mathematics for life contingent risks. Zbl 1180.91001Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 29 2009 Actuarial mathematics for life contingent risks. 2nd ed. Zbl 1271.91001Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 28 2013 A step-by-step guide to building two-population stochastic mortality models. Zbl 1348.91164Li, Johnny Siu-Hang; Zhou, Rui; Hardy, Mary 27 2015 State-dependent fees for variable annuity guarantees. Zbl 1431.91318Bernard, Carole; Hardy, Mary; Mackay, Anne 18 2014 The iterated CTE: a dynamic risk measure. Zbl 1085.91524Hardy, Mary R.; Wirch, Julia L. 16 2004 Hedging and reserving for single-premium segregated fund contracts. Zbl 1083.91518Hardy, Mary R. 12 2000 A capital allocation based on a solvency exchange option. Zbl 1162.91380Kim, Joseph H. T.; Hardy, Mary R. 10 2009 Quantifying and correcting the bias in estimated risk measures. Zbl 1154.62378Kim, Joseph Hyun Tae; Hardy, Mary R. 9 2007 A credibility approach to mortality risk. Zbl 1162.91415Hardy, M. R.; Panjer, H. H. 9 1998 Research and reality: a literature review on drawing down retirement financial savings. Zbl 1412.91050Mac Donald, Bonnie-Jeanne; Jones, Bruce; Morrison, Richard J.; Brown, Robert L.; Hardy, Mary 8 2013 Bayesian risk management for equity-linked insurance. Zbl 1039.91041Hardy, Mary R. 7 2002 Validation of long-term equity return models for equity-linked guarantees. Zbl 1480.91213Hardy, Mary R.; Freeland, R. Keith; Till, Matthew C. 6 2006 Estimating the variance of bootstrapped risk measures. Zbl 1205.91085Kim, Joseph H. T.; Hardy, Mary R. 4 2009 Updating Wilkie’s economic scenario generator for U.S. applications. Zbl 1411.91415Zhang, Saisai; Hardy, Mary; Saunders, David 4 2018 Longevity risk and capital markets: the 2012–2013 update. Zbl 1458.00030 4 2014 Valuation of an early exercise defined benefit underpin hybrid pension. Zbl 1418.91261Zhu, Xiaobai; Hardy, Mary; Saunders, David 4 2018 Measuring the effectiveness of static hedging strategies for a guaranteed minimum income benefit. Zbl 1291.91244Marshall, Claymore; Hardy, Mary; Saunders, David 4 2012 Threshold life tables and their applications. Zbl 1481.91175Li, Johnny Siu-Hang; Hardy, Mary R.; Tan, Ken Seng 4 2008 Market-consistent valuation and funding of cash balance pensions. Zbl 1414.91197Hardy, M. R.; Saunders, D.; Zhu, X. 3 2014 Actuarial mathematics for life contingent risks. 3rd edition. Zbl 1430.91003Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 3 2020 The DB underpin hybrid pension plan. Zbl 1483.91181Chen, Kai; Hardy, Mary R. 3 2009 Dynamic hedging strategies for cash balance pension plans. Zbl 1416.91230Zhu, Xiaobai; Hardy, Mary R.; Saunders, David 2 2018 Efficient nested simulation for conditional tail expectation of variable annuities. Zbl 1454.91176Dang, Ou; Feng, Mingbin; Hardy, Mary R. 1 2020 Structure of intergenerational risk-sharing plans: optimality and fairness. Zbl 1471.91493Zhu, Xiaobai; Hardy, Mary; Saunders, David 1 2021 Structure of intergenerational risk-sharing plans: optimality and fairness. Zbl 1471.91493Zhu, Xiaobai; Hardy, Mary; Saunders, David 1 2021 Actuarial mathematics for life contingent risks. 3rd edition. Zbl 1430.91003Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 3 2020 Efficient nested simulation for conditional tail expectation of variable annuities. Zbl 1454.91176Dang, Ou; Feng, Mingbin; Hardy, Mary R. 1 2020 Updating Wilkie’s economic scenario generator for U.S. applications. Zbl 1411.91415Zhang, Saisai; Hardy, Mary; Saunders, David 4 2018 Valuation of an early exercise defined benefit underpin hybrid pension. Zbl 1418.91261Zhu, Xiaobai; Hardy, Mary; Saunders, David 4 2018 Dynamic hedging strategies for cash balance pension plans. Zbl 1416.91230Zhu, Xiaobai; Hardy, Mary R.; Saunders, David 2 2018 A step-by-step guide to building two-population stochastic mortality models. Zbl 1348.91164Li, Johnny Siu-Hang; Zhou, Rui; Hardy, Mary 27 2015 State-dependent fees for variable annuity guarantees. Zbl 1431.91318Bernard, Carole; Hardy, Mary; Mackay, Anne 18 2014 Longevity risk and capital markets: the 2012–2013 update. Zbl 1458.00030 4 2014 Market-consistent valuation and funding of cash balance pensions. Zbl 1414.91197Hardy, M. R.; Saunders, D.; Zhu, X. 3 2014 Actuarial mathematics for life contingent risks. 2nd ed. Zbl 1271.91001Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 28 2013 Research and reality: a literature review on drawing down retirement financial savings. Zbl 1412.91050Mac Donald, Bonnie-Jeanne; Jones, Bruce; Morrison, Richard J.; Brown, Robert L.; Hardy, Mary 8 2013 Measuring the effectiveness of static hedging strategies for a guaranteed minimum income benefit. Zbl 1291.91244Marshall, Claymore; Hardy, Mary; Saunders, David 4 2012 Measuring basis risk involved in longevity hedges. Zbl 1228.91042Li, Johnny Siu-Hang; Hardy, Mary R. 98 2011 Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng 45 2009 Actuarial mathematics for life contingent risks. Zbl 1180.91001Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 29 2009 A capital allocation based on a solvency exchange option. Zbl 1162.91380Kim, Joseph H. T.; Hardy, Mary R. 10 2009 Estimating the variance of bootstrapped risk measures. Zbl 1205.91085Kim, Joseph H. T.; Hardy, Mary R. 4 2009 The DB underpin hybrid pension plan. Zbl 1483.91181Chen, Kai; Hardy, Mary R. 3 2009 Threshold life tables and their applications. Zbl 1481.91175Li, Johnny Siu-Hang; Hardy, Mary R.; Tan, Ken Seng 4 2008 Quantifying and correcting the bias in estimated risk measures. Zbl 1154.62378Kim, Joseph Hyun Tae; Hardy, Mary R. 9 2007 Validation of long-term equity return models for equity-linked guarantees. Zbl 1480.91213Hardy, Mary R.; Freeland, R. Keith; Till, Matthew C. 6 2006 The iterated CTE: a dynamic risk measure. Zbl 1085.91524Hardy, Mary R.; Wirch, Julia L. 16 2004 Investment guarantees: Modeling and risk management for equity-linked life insurance. Zbl 1092.91042Hardy, Mary R. 123 2003 Guaranteed annuity options. Zbl 1098.91527Boyle, Phelim; Hardy, Mary 34 2003 Bayesian risk management for equity-linked insurance. Zbl 1039.91041Hardy, Mary R. 7 2002 A regime-switching model of long-term stock returns. Zbl 1083.62530Hardy, Mary R. 144 2001 Hedging and reserving for single-premium segregated fund contracts. Zbl 1083.91518Hardy, Mary R. 12 2000 A synthesis of risk measures for capital adequacy. Zbl 0951.91032Wirch, Julia Lynn; Hardy, Mary R. 57 1999 A credibility approach to mortality risk. Zbl 1162.91415Hardy, M. R.; Panjer, H. H. 9 1998 Reserving for maturity guarantees: Two approaches. Zbl 0894.90044Boyle, Phelim P.; Hardy, Mary R. 41 1997 all cited Publications top 5 cited Publications all top 5 Cited by 787 Authors 24 Hardy, Mary Rosalyn 21 Li, Johnny Siu-Hang 18 Tsai, Cary Chi-Liang 15 Forsyth, Peter A. 13 Haberman, Steven 13 Mamon, Rogemar S. 12 Tan, Ken Seng 11 Blake, David 11 Feng, Runhuan 10 Lin, Tzuling 10 Yang, Hailiang 9 Lin, X. Sheldon 9 Siu, Tak Kuen 8 Gan, Guojun 8 Vetzal, Kenneth R. 7 Boyle, Phelim P. 7 Cairns, Andrew J. G. 7 Dong, Yinghui 7 Godin, Frédéric 7 Kim, Joseph Hyun Tae 7 Liu, Xiaoming 7 Liu, Yanxin 7 Mackay, Anne 7 Saunders, David Claude 7 Wang, Chou-Wen 7 Weng, Chengguo 7 Yang, Sharon S. 7 Zitikis, Ričardas 6 Devolder, Pierre 6 Kleinow, Torsten 6 Ma, Jingtang 6 MacMinn, Richard D. 6 Valdez, Emiliano A. 6 Yuen, Kam Chuen 5 Antonio, Katrien 5 Bernard, Carole L. 5 Chen, Ping 5 Denuit, Michel M. 5 Gaillardetz, Patrice 5 Hainaut, Donatien 5 Hunt, Andrew 5 Li, Jackie 5 Melnikov, Aleksander Viktorovich 5 Wang, Guojing 5 Zhu, Xiaobai 4 Chan, Wai-Sum 4 Dhaene, Jan 4 Gao, Huan 4 Huang, Hong-Chih 4 Jones, Bruce L. 4 Khaliq, Abdul Q. M. 4 Ko, Bangwon 4 Li, Hong 4 Milevsky, Moshe Arye 4 Millossovich, Pietro 4 Ng, Andrew Cheuk-Yin 4 Nielsen, Jens Perch 4 Pelsser, Antoon A. J. 4 Qian, Linyi 4 Sherris, Michael 4 Trottier, Denis-Alexandre 4 Villegas, Andrés M. 4 Wang, Rongming 4 Yuan, Zhongyi 4 Zhou, Rui 4 Zhou, Zhiqiang 3 Ahn, Jae Youn 3 Ai, Meiqiao 3 Bae, Taehan 3 Bégin, Jean-François 3 Chen, An 3 Christiansen, Marcus Christian 3 Coleman, Thomas F. 3 Consiglio, Andrea 3 Cui, Zhenyu 3 de Jong, Piet 3 Donnelly, Catherine 3 Dowd, Kevin 3 Erlwein, Christina 3 Fard, Farzad Alavi 3 Hartman, Brian M. 3 He, Lin 3 Hong, Liang 3 Jarner, Søren Fiig 3 Landriault, David 3 le Roux, Martin 3 Lee, Hangsuck 3 Li, Han 3 Li, Shu 3 Liang, Zongxia 3 Løchte Jørgensen, Peter 3 Loisel, Stéphane 3 Mitra, Sovan 3 O’Hare, Colin 3 Piscopo, Gabriella 3 Regis, Luca 3 Salhi, Yahia 3 Salisbury, Thomas S. 3 Shang, Han Lin 3 Shi, Yanlin ...and 687 more Authors all top 5 Cited in 90 Serials 181 Insurance Mathematics & Economics 102 North American Actuarial Journal 45 ASTIN Bulletin 39 Scandinavian Actuarial Journal 21 European Actuarial Journal 14 Quantitative Finance 13 Journal of Computational and Applied Mathematics 9 European Journal of Operational Research 8 Communications in Statistics. Theory and Methods 7 International Journal of Theoretical and Applied Finance 6 Annals of Operations Research 6 Methodology and Computing in Applied Probability 5 Journal of Economic Dynamics & Control 5 Discrete Dynamics in Nature and Society 4 Computers & Mathematics with Applications 4 International Journal of Computer Mathematics 4 Applied Mathematical Finance 4 Journal of Industrial and Management Optimization 4 Journal of Probability and Statistics 4 Annals of Finance 3 Computational Statistics and Data Analysis 3 Journal of Applied Statistics 3 Decisions in Economics and Finance 3 Mathematics and Financial Economics 2 Physica A 2 Applied Mathematics and Computation 2 Mathematics and Computers in Simulation 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 Stochastics 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 Mathematical Psychology 1 Journal of Statistical Planning and Inference 1 Mathematics of Operations Research 1 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 Far East Journal of Theoretical Statistics 1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics 1 Probability in the Engineering and Informational Sciences 1 Brazilian Journal of Probability and 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 Computational Management Science 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 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 22 Fields 549 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 205 Statistics (62-XX) 110 Probability theory and stochastic processes (60-XX) 31 Numerical analysis (65-XX) 29 Systems theory; control (93-XX) 16 Operations research, mathematical programming (90-XX) 13 Partial differential equations (35-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 8 Computer science (68-XX) 5 General and overarching topics; collections (00-XX) 5 Integral transforms, operational calculus (44-XX) 3 Geophysics (86-XX) 3 Biology and other natural sciences (92-XX) 2 Approximations and expansions (41-XX) 2 Integral equations (45-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Information and communication theory, circuits (94-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Operator theory (47-XX) 1 Convex and discrete geometry (52-XX) 1 Fluid mechanics (76-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.