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Options on Bonds and Applications to Product Pricing
Options on Bonds and Applications to Product Pricing This paper presents a theoretical approach ... probability I - q. Suppose we choose N so that we do not care whether yields go to i+ or i - , i.e, P(t+ e ...- Authors: Robert P Clancy
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions
A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions This paper ... used to calculate the option value. Once again, care 292 TRANSACTIONS, VOLUME XLVI has to be exercised ...- Authors: Michael Sherris
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Economic value
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New Method of Analyzing Existing Assets and Their Ability to Meet Future Liability Demands
New Method of Analyzing Existing Assets and Their Ability to Meet Future Liability Demands From the 1985 ... observat ions about the impor tance of very care fu l ly model ing the in teres t cred i t ing ...- Authors: James A Tilley
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management
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Mutual Company GAAP
Mutual Company GAAP This session at the SOA 1990 Hartford Spring Meeting is about mutual ... that you need to load up your assumptions to take care of adverse deviation, so there is always a tug-of-war ...- Authors: Kriss Cloninger, Calvert A Jared, Robert LaLonde, Edward Robbins
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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A Set of Bayesian Models for Analysis of Claim Lags
A Set of Bayesian Models for Analysis of Claim Lags This paper presents Bayesian models for analysis ... of trend is to proportionately increase medical care costs for all injuries or conditions, and that the ...- Authors: Dale Lamps
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Bayesian methods
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Cash Flow Analysis: A New Approach to Understand and Manage Risk
Cash Flow Analysis: A New Approach to Understand and Manage Risk From the 1985 Valuation Actuary Symposium ... in the preparat ion of an actuar ia l opinion, care must be taken. Lastly, the task force used ...- Authors: James A Geyer, Michael E Mateja
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
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On the Application of the Wilkie Model to the TSX Price Index
On the Application of the Wilkie Model to the TSX Price Index For insurance companies, modeling ... assumption, and lower percentiles are just what we care about. Therefore when we compare the results of ...- Authors: Chao Qiu
- Date: Jul 2007
- Competency: Technical Skills & Analytical Problem Solving
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Loss Models, From Data To Decisions, Fifth Edition
Loss Models, From Data To Decisions, Fifth Edition Read an excerpt from Loss Models, From ... the likelihood function will continue to increase. Care must be taken when maximizing this function because ...- Authors: Society of Actuaries
- Date: Jul 2017