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ASSET LIABILITY MANAGEMENT OF LIFE INSURERS IN THE NEGATIVE INTEREST RATE ENVIRONMENT
ASSET LIABILITY MANAGEMENT OF LIFE INSURERS IN THE NEGATIVE INTEREST RATE ENVIRONMENT This presentation ... rates in the negative interest rate environment produces a much more serious consequence on life insurers ...- Authors: Ken Seng Tan, Xun Zhang , Sheen Liu
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance
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Quasi-Monte Carlo Methods in Numerical Finance
Carlo Methods in Numerical Finance This is the abstract of the paper Quasi-Monte Carlo Methods in Numerical ... version of the Monte Carl method that has attractive properties for the numerical valuation of derivatives ...- Authors: Ken Seng Tan
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Simulation
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Efficient Algorithm for High-Dimensional Simulation
Simulation This is the abstract of a paper that deals with a recent modification of the Monte Carlo method ... sequences and have the property that they tend to be evenly dispersed throughout the unit cube. For many ...- Authors: Ken Seng Tan
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Deterministic models