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A Users Guide to the Inflation Generator
first simulation (Example A) are shown in Table 1. TABLE 1 Sample Parameters for Simulation Example ... remaining parameters are left unchanged. TABLE 2 Sample Parameters for Simulation Example B (Annual ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods>Stochastic models
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Modeling of Economic Series Coordinated with Interest Rate Scenarios: A progress report on research sponsored by the Casualty Actuarial Society and the Society of Actuaries
Mismatch on Property/Casualty Insurance Companies,” Valuation Issues, 1-52. Chan, Karolyi, Longstaff ... Rates: A New Methodology for Contingent Claims Valuation,” Econometrica, 60: 77-105. Hibbert, Mowbray ...- Authors: Stephen P D'Arcy, Richard Gorvett, Kevin Ahlgrim
- Date: Jan 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods>Stochastic models