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Multivariate Immunization Theory
Multivariate Immunization Theory This paper discusses extending the general nonparallel shift approach to duration analysis developed previously and explores the immunization model within the ...- Authors: Robert Reitano, Elias Shiu
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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Binomial Lattice for the Cox, Ingersoll and Ross Spot Rate Process
Binomial Lattice for the Cox, Ingersoll and Ross Spot Rate Process This paper provides commentary on the paper entitled 'A Discrete Equilibrium Model of the Term Structure' by N. J.- Authors: Elias Shiu, ZHAOBI HA
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Integer Functions, UDDYA, and Annuity Coefficients
Integer Functions, UDDYA, and Annuity Coefficients This is a study note that supplements material contained in the book, 'Actuarial Mathematics,' 2nd edition, by N. L. Bowers, Jr., ...- Authors: Elias Shiu, Serena Ee Ik Tiong
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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On Optimal Dividends: From Reflection to Refraction
On Optimal Dividends: From Reflection to Refraction Presents some elementary and down-to-earth calculations for the optimal dividend strategy that maximizes the expectation of the discounted ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods