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Chaotic Analysis on U.S. Treasury Interest Rates
Chaotic Analysis on U.S. Treasury Interest Rates This paper analyzes the U. S. Treasury monthly interest ... to 1992, and the daily rates from 1981 to 1992 for various forms of chaotic behavior. The primary analysis ...- Authors: Steven Craighead
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments; Modeling & Statistical Methods
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Actuarial Issue In Prepaid Tuition Contracts
sold by states which promised to provide tuition in the future for a fixed price. Because these contracts ... value is uncertain at the time of sale, these contracts contain significant risks to the states and create ...- 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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Stability of Representative Pricing Scenarios
Stability of Representative Pricing Scenarios The primary focus of this 1997 presentation from the 32nd Actuarial ... Conference is the adaptation of the representative scenario method such that the distribution of the primary ...- Authors: Sarah Christiansen, Kelley Buchacker
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Modeling & Statistical Methods>Scenario generation
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A 99-Year Prospective Test of an Interest Rate Theory
99-Year Prospective Test of an Interest Rate Theory This paper describes a theory of long-term interest-rate ... Lewis. The paper then presents a preliminary examination of how well that theory stands up in the light ...- Authors: Daniel Case
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics
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Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
from the 32nd Actuarial Research Conference develops a stochastic generator for the generation of scenarios ... scenarios of the S&P 500 index, dividend yield, consumer price index, and U.S. Treasury yields. The authors ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Modeling & Statistical Methods>Scenario generation