Darcy Harcourt

Pricing and Valuation of Variable Annuities with Guaranteed Lifetime Withdrawal Benefits

A head and shoulders portrait of PhD candidate Darcy Harcourt.
Darcy Harcourt, PhD student in Actuarial Science

Email: darcy.harcourt@vuw.ac.nz

Supervisor: Associate Professor Eric Ulm

Profile

Darcy is a PhD student in Actuarial Science at Victoria University of Wellington. His research is in the pricing and valuation of Variable annuities with guaranteed lifetime withdrawal benefits with a particular focus on analytic methods.

Qualifications

BSc (Statistics) (Hons) First Class, Victoria University of Wellington

Research Interests

Mathematical Finance, Variable Annuities, Non-parametric Statistics, Asymptotic Statistics, Probability Theory

Publications

Dumitrescu, L., and Harcourt, D. (2022). Nonparametric estimation of marginal distributions for unordered pairs. Statistics & Probability Letters, 181, p.109266.