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Arithmetic vs. Geometric Mean Returns
in at least two scenarios: 1. A “super-select” individual buys a preferred life policy from Company A ... unhealthy individual buys a standard life policy from Company A (available through table-shaving programs) ...- Authors: Douglas Doll
- Date: Apr 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Product Matters!
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
Salomon Brothers, Inc. [12]; it is found in Part I, Table 1. Here the three-month and six-month yield data ... n equals 10, 15, 20, 25, 30, and 35 years. Each table (ma- turity) lists for each such period the number ...- Authors: David N Becker, Douglas Doll, Thomas Herzog, Daniel W Tucker
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation