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Representative Interest Rate Scenarios
flexible solution to the time and resource problems of running a large number of stochastic interest rate ... rate scenario consists of 30 future spot yield curves, where a reasonable number of points are specified ...- Authors: Sarah Christiansen
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Credibility Using A Loss Function from Spline Theory
combination of a squared-error term and a second-derivative term. The squared-error term measures the accuracy ... accuracy of the estimator, while the second-derivative term constrains the estimator to be close to linear ...- Authors: Virginia Ruth Young
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Risk Management Education
Risk Management Education These are the presentation slides for Risk Management Education ... Education These are the presentation slides for Risk Management Education by R. Brown found in the January 2006 ...- Authors: Robert Brown
- Date: Jan 2006
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management