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Valuing American Options in a Path Simulation Model
Valuing American Options in a Path Simulation Model The goal of this paper is to dispel the prevailing belief that American-style options cannot be valued efficiently in a simulation model by ...- Authors: James A Tilley
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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Probabilistic Concepts in Measurement of Asset Adequacy
Probabilistic Concepts in Measurement of Asset Adequacy This paper presents the probabilistic concepts underlying measurement of asset adequacy in a simplified way. Discussions of this paper are ...- Authors: Donald D Cody
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management
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Modeling the AIDS Epidemic by Analysis of Sexual and Intravenous Drug Behavior
Modeling the AIDS Epidemic by Analysis of Sexual and Intravenous Drug Behavior This paper presents a model of the progression of the Acquired Immunodeficiency Syndrome [AIDS] epidemic in the ...- Authors: Beda Chan, Michael Cowell, Charles S Fuhrer, Ronald Gebhardtsbauer, Peter W Plumley, Colin M Ramsay
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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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 to the valuation of options on bonds, a computer model for valuing such options, an application of ...- 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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The Quantum Interpretation of Probability
The Quantum Interpretation of Probability This paper proposes a new interpretation of probability, the quantum interpretation of probability, so named because it adapts certain of the principles ...- Authors: Myron Henry Margolin
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession
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Development of the 1974 Medical Expense Tables
Development of the 1974 Medical Expense Tables This paper describes the development of the net annual claim costs, net premiums, and reserve factors that comprise the 1974 Medical Expense Tables.- Authors: E Paul Barnhart, Phyllis Doran, Charles Habeck, Anthony J Houghton, Francis T O'Grady, Ronald M Wolf, Lee Zinzow
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data
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Some Instances of the Superiority of Geometric Methods over Arithmetic Methods of Interpolation and Extrapolation
Some Instances of the Superiority of Geometric Methods over Arithmetic Methods of Interpolation and Extrapolation This paper presents a few formulaic examples displaying the advantages of ...- Authors: Charles B Baughman
- Date: May 1965
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Estimation methods
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Actuarial Aspects of State Regulation of Individual Variable Annuities
Actuarial Aspects of State Regulation of Individual Variable Annuities This paper discusses the actuarial aspects of state regulation of individual variable annuities. Focus is on regulation of ...- Authors: Harry Walker
- Date: Oct 1968
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities>Variable annuities
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Analysis of Basic Actuarial Theory for Fixed Premium Variable Benefit Life Insurance
Analysis of Basic Actuarial Theory for Fixed Premium Variable Benefit Life Insurance This paper presents an analysis of the basic actuarial theory for life insurance policies which have fixed ...- Authors: John K Booth, John M Bragg, Donald D Cody, Steven L Cooper, D Frank Deal, Frank P di Paolo, Ralph E Edwards, John H Harding, Gerald A Levy, Walter N Miller, James Murphy, Stewart G Nagler, Cecil J Nesbitt, Robert J Randall, D'Alton S Bill Rudd, Samuel H Turner, Harry Walker, Paul Markham Kahn, Dale R Gustafson, John C Fraser, Charles M Sternhell, Charles B Baughman, Russel E Munro
- Date: Nov 1969
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Public Policy
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Discussion - A Present Value Approach to Profit Margins and Dividends
Discussion - A Present Value Approach to Profit Margins and Dividends This is a discussion of the paper, A Present Value Approach to Profit Margins and Dividends by Harwood Rosser. From ...- Authors: Robert J Johansen, James Ross Gray, Robert L Bergstresser, Harwood Rosser, B Franklin Blair, Edward A. Rieder, Kermit Lang
- Date: Sep 1951
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Whole life