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Risk Classification by Fuzzy Cluster
Risk Classification by Fuzzy Cluster This is the abstract of the paper Risk Classification by Fuzzy ... algorithm for risk classification is proposed. This algorithm is based on the concepts of fuzzy cluster ...- Authors: Zhen Huang, Zengxiang Tong
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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A Second Order SDE for the Force of Interest
for the Force of Interest This is an abstract of the paper A Second Order SDE for the Force of Interest ... Interest. In this paper, the author models the force of interest by a linear second order stochastic differential ...- Authors: Gary Parker
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities
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Hedging of Insurance Contracts
Hedging of Insurance Contracts This is the abstract of the paper Hedging of Insurance Contracts. ls ... ls the tinting of liabilities e.g. the IBNR case irrelevant to investment decisions in an insurance company ...- Authors: Philippe Artzner
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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A Space Marching Finite Difference Algorithm for Valuing American
Algorithm for Valuing American This is the abstract of the paper A Space Marching Finite Difference ... In this paper, the author considers the problem of valuating American options written on assets that pay ...- Authors: Lijia Guo
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Derivatives