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The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed
The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed This paper introduces the symbolic ... symbolic valuation, a stochastic valuation which allows flexible interest rate and cash flow assumptions ...- Authors: Matthew Clayton Modisett
- Date: Jan 1992
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Axioms for the Valuation of Payment Streams: A Topological Vector Space Approach
Axioms for the Valuation of Payment Streams: A Topological Vector Space Approach This is an abstract ... abstract of the paper entitled 'Axioms for the Valuation of Payment Streams: A Topological Vector Space ...- Authors: S. Promislow
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Modeling Home Equity Conversion Mortgages
process of interest. Our results, summarized in Table 4, show that viable HECM programs can be constructed ... The annual rate of nominal appreciation of individual houses is a key element of the HECM model.- Authors: Thomas Herzog, THERESA R DVENTI
- Date: Jan 1990
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Payout annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Summary of Final Report: 1986-1989 Credit Risk Event Loss Experience, Commercial Mortgage Loans and Private Placement Bonds
provide reasonable assumptions for setting asset valuation reserves and risk-based capital standards, and ... ]986-8') study is summarized in the following table. Total Outstanding Principal (Billions) Year ...- Authors: Warren Luckner, Mark G. Doherty
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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28th Annual Actuarial Research Conference Agenda
Brander, Allan William M. Mercer LTD, The Cash Flow Valuation Method: Provisions for Adverse Toronto Deviations ... Nevada- Computing Ruin Probabilit|ee -- A Life Table Approach S. Reno The Conference Banquet will ...- Authors: Society of Actuaries
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession; Finance & Investments
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Strategic Expansion for Insurance Companies: Quantitative Methods Using Real Options
Mexico (still) has a small insurance market (Table 1). The United States has a population base 3 times ... answer surely lies in the growth potential. TABLE 1 Direct Premiums (in millions of US$) 1999 NAFTA ...- Authors: Tapen Sinha
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Global Perspectives
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The Relationship between a Profit Center's Surplus Needs and its Cost of Equity Capital
excluding mandatory security valuation reserves and mortgage and real estate valuation reserves. 2. Hertz ... 1982, pp. 131-132. 8. See Table B in the appendix. To develop this table, we used the May 1989 edition ...- Authors: Dorothy Andrews
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Actuarial Issue In Prepaid Tuition Contracts
ACTUARIAL ISSUES IN PREPAID TUITION CONTRACTS TABLE OF CONTENTS ABSTRACT ACTUARIAL CAVEATS DESCRIPTION ... Although such contracts had previously been sold by individual postsecondary schools, there had not been any ...- Authors: Robert Crompton
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments
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Solvency Risk
discounting and summing individual asset and liability cash flows to establish individual asset and liability ... instructive to explore the implications of valuation rules that are not sensible. For example, we can ...- Authors: Henry Essert
- Date: Jan 1993
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Option Bounds in Discrete Time with Transaction Costs
particular utility function for the intermediary (or individual) creating the hedge. Figlewski [1989] uses ... (~,B~) (A,B) (A,,B,) (A2,B2) (As,B~) Table I provides values of the weights of the replicating ...- Authors: Phelim Boyle, Ton Vorst
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods