Announcement: SOA releases passing candidate numbers for May and June Exam FM.

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  • Phase 2 of the C-3 Project Update
    Phase 2 of the C-3 Project Update Presented at May 2002 Spring Meeting. Discusses the status of the second ... where we are, either, so somehow we have to take care of these transition problems. Phase 2 of ...

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    • Authors: Alastair G Longley-Cook, David Sandberg, Daniel Patterson
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investments; Global Perspectives; Life Insurance
  • Option Pricing by Esscher Transforms
    Option Pricing by Esscher Transforms This paper shows that the Esscher transform is an efficient ... bottom of page 103. Back and Pliska consider the care for which the state space is infinite. They remark ...

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    • Authors: Hans U Gerber, Elias Shiu
    • Date: Jan 1994
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Investments