61
-
70
of
272
results (0.5 seconds)
Sort By:
-
Laplace Transform and Barrier Hitting Time Distributions
Laplace Transform and Barrier Hitting Time Distributions Equity-indexed annuities [EIA's] are the fastest growing annuity products. An appealing feature of an EIA to its holder is that it ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
On the Confidence Interval of Black-Scholes Model
On the Confidence Interval of Black-Scholes Model This is the abstract of a paper that derives expressions for the moments of the distribution of the option payoff in a Black Scholes economy.- Authors: Phelim Boyle, Hailiang Yang
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Asymptotics In The Subexponential Case
Asymptotics In The Subexponential Case This is a summary of the presentation given during the ARC Conference. Its purpose was to give a brief introduction to subexponential behavior and to show ...- Authors: DIEGO HERNANDEZRANGEL
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
-
Robust and Efficient Fitting of Severity Models and the Method of Winsorized Moments
Robust and Efficient Fitting of Severity Models and the Method of Winsorized Moments 3/13/2019 12:00:00 AM ...- Authors: Vytaras Brazauskas
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Evaluation of the Ruin Probability in Ordered Risk Models
Evaluation of the Ruin Probability in Ordered Risk Models 3/13/2019 12:00:00 AM ...- Authors: Michael Brown
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
A Multivariate Approach to Immunization Theory
A Multivariate Approach to Immunization Theory The author previously wrote about extending the general nonparallel shlft approach to duration analysis. This paper explores the immunization ...- Authors: Robert Reitano
- Date: Aug 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
-
Some Simple Models of the Investment Risk in Individual Life Insurance
Some Simple Models of the Investment Risk in Individual Life Insurance This paper develops a theory for the valuation of some kinds of interest sensitive cash flows. A process is derived which ...- Authors: Application Administrator
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance; Modeling & Statistical Methods
-
Option Bounds in Discrete Time with Transaction Costs
Option Bounds in Discrete Time with Transaction Costs Option bounds are obtained in a discrete-time framework with transaction costs. The model represents an extension of the Cox-Ross-Rubinstein ...- Authors: Phelim Boyle, Ton Vorst
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
-
Distributions of Discounted Values
Distributions of Discounted Values This paper presents a solution to the problem of discounting cash flows when the cash flows and discount factors are random variables with given distributions.- Authors: Daniel Dufresne
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Aggregate Smoothness in Multi-Dimensional Whittaker-Henderson Graduation
Aggregate Smoothness in Multi-Dimensional Whittaker-Henderson Graduation This research paper presents a method for smoothing mortality rates using multi-dimensional Whittaker-Henderson ...- Authors: Ronald Dubson
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods