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Dynamic Financial Models of Life Insurers
Financial Models of Life Insurers The Society of Actuaries seeks to provide actuaries of life insurance ... estimating the adverse effects of economic developments that could impede insurer performance. The performance ...- Authors: James M Carson, Mark J Browne, ROBERT E HOYT
- Date: Feb 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Dynamic Financial Models of Life Insurers XLS Charts
Dynamic Financial Models of Life Insurers XLS Charts By identifying specific exogenous and insurer specific ... dynamic financial models for individual insurers. The Life Insurers performance measurements are 1. Return ...- Authors: Mark J Browne, ROBERT E HOYT, James Michael Carson
- Date: Feb 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Valuing American Options in a Path Simulation Model
Options in a Path Simulation Model The goal of this paper is to dispel the prevailing belief that American-style ... impediment to the use of simulation models for valuing financial instruments. Discussions of this paper ...- 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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Pricing Perpetual Fund Protection With Withdrawal Option
withdrawal from the fund [before maturity] is not permitted. This paper studies the pricing of dynamic protection ... without a maturity date, i.e., the investor chooses the date to cash in the fund accumulation. Derivatives;Equity-indexed ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Dynamic simulation models