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Implementing the Longstaff-Schwartz Model
credibility is about 10^s (within perhaps one half an order of magnitude) and s is dimensionality, we see ... interpolation of estimated bond prices. H = UΛU’ where, U:= matrix of eigenvectors, the first four principal ...- Authors: L SS
- Date: Oct 2002
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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How to Prevent the Big Mistake
of those entities that possess guaranteed mortality death bene- fit (GMDB) risk have been well documented; ... regulatory require- ment. It can be argued that the U.S. indus- try’s troubles with GMDB started with enterprising ...- Authors: Edward Betteto
- Date: Mar 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Reinsurance News
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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The Actuary Vol. 11, No. 2 Book Review - Two Stochastic Processes by John A. Beekman
Society had the privilege of listening to Dr. Jay S. Mendell give an address on “The Actuary as a Futurist ... emerging nation- al problem: “In the year 1975 the U.S. population grew from 211.9 million to 213.6 million ...- Authors: Richard W Ziock
- Date: Feb 1977
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Stochastic models