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Inforce Data Compression Methods for Actuarial Modeling
to 46th Actuarial Research Conference University of Connecticut August 13, 2011 Matthew Wininger, FSA ... consideration Suppose you are projecting the number of future deaths for a set of fixed deferred annuities. Your ...- Authors: Matthew Wininger
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Modeling efficiency
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A Bias Reduction Technique for Monte Carlo Pricing of Early Exercise Options
A Bias Reduction Technique for Monte Carlo Pricing of Early Exercise Options This presentation ... Carlo Pricing of Early Exercise Options This presentation discusses a technique to reduce the bias from ...- Authors: Ronald Mark Reesor, MATT DAVISON, Tyson Whitehead
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Modeling efficiency