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Valuation Of Equity-Indexed Annuities
Valuation Of Equity-Indexed Annuities In recent years, insurance companies have been introducing saving ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Equity-indexed annuities; Finance & Investments>Investments
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Consistent Pricing for Equity-Linked Products
Consistent Pricing for Equity-Linked Products This paper discusses the binominal ... and equity-linked products. Annuities;Annuity valuation;Discount rates=Interest rates;Equity-indexed annuities;Life ...- Authors: Xiaodong Sheldon Lin, PATRICE GAILLARDETZ
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Laplace Transform and Barrier Hitting Time Distributions
guarantee on the benefit level. Studying the valuation problem of path-dependent options enables us to ... and Shiu [1994, 1996] enables us to solve some valuation problems in option pricing without knowing deep ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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An Actuarial Analysis of the AIDS Epidemic as it Affects Heterosexuals
definition cases only. Table 1 shows such a comparison from 1988 through 1991. TABLE 1 AIDS CASES BY ... 035 7,740 7,222 6,989 6,572 7,477 7,345 Table 1 shows that, on the basis of reporting date, the ...- Authors: Bradley P Carlin, Michael Cowell, Mark Evans, Stephen Gwin, David Holland, George E Immerwahr, Paul O Kirley, Leslie Lohmann, Harry H Panjer, Peter W Plumley, Arnold N Greenspoon, Krzysztof Ostaszewski, Xiaodong Sheldon Lin, Janina Slawski, Adrian Pinington
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity
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Delta Boosting Machine with Application to General Insurance
Copyright © 2017 Society of Actuaries TABLE OF CONTENTS Abstract ........................ ... available in boosting algorithms. For reference, Table 1 shows a sample of commonly used base learners ...- Authors: Chun King Lee, Xiaodong Sheldon Lin
- Date: Apr 2017
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)
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Modeling Multivariate Risk - To Copula, or Not To Copula: That is the Question
128 141 156 167 178 189 199 209 214 0.02133865 Table: The shape parameters and estimated weights of the ... 0.9829 1.2712% 5 3.6605 3.7592 0.9737 2.6237% Table: The first 5 moments of the empirical and fitted ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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A Solution of Defective Renewal Equations with Applications to Ruin Theory
A Solution of Defective Renewal Equations with Applications to Ruin Theory This paper presents an ... follow a Poisson process Nt with mean )~. The individual claim sizes X1, X2,..., independent of Nt, ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods