41
-
42
of
42
results (0.5 seconds)
Sort By:
-
Stochastic Optimization Techniques for Pricing Callable Bonds: Continuous Time Approach
bond CB and its counterpart regular Bond B s with sinking fund S. Assume that the schedule of sinking fund ... and Ps -price of bond B s . Then Optimization Problem I P, = rain P b s ,S This fact explains why ...- Authors: Mark Saksonov
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
-
The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods
that, fo r all y ~ N x , l~(y )>e>O; (iii) S l t (x )dx j is locally bounded for j= 1, . . ... Zaire (1974) data. This data is presented in Table 1 for the reader's convenience, along with the first ...- Authors: David Scollnik
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Stochastic models