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Immunization Theory: A Simplified Example
i.e., (expenses+ claims- premiums). In an individual life insu~- ance operation, FO(t) would be increased ... investment portfolio is sought such that at the valuation interest rate 6, These two conditions lead to ...- Authors: James C Hickman, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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Interest Rate Volatility and Equilibrium Models of the Term Structure: Empirical Evidence
explain yield curve volatility behavior. 200 TABLE OF CONTENTS I. INTRODUCTION . . . . . . . . ... determines the speed of adjustment. Let's recall the valuation equation of a default-free discount bond, P[r ...- Authors: Marc A Godin
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling