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Nested Stochastic Pricing: The Time Has Come
Stochastic Pricing: The Time Has Come The last few years have seen a dramatic change in the way that insurance ... insurance products were priced on the basis of a few static scenarios. In the last several years, pricing ...- Authors: Craig Reynolds, Sai Man
- Date: Jun 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Product Matters!
- Topics: Life Insurance>Pricing - Life Insurance
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Nested Stochastic Pricing: A Case Study
Study Continuation of article from previous issue. This article illustrates the practical and financial ... financial implications of applying nested stochastic techniques to a sample product. Product development;Scenario ...- Authors: Craig Reynolds, Sai Man
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Product Matters!
- Topics: Actuarial Profession>Best practices; Modeling & Statistical Methods>Stochastic models