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Rainfall Insurance
100 most expensive natural disasters during 1901-2000, Mexico accounts for seven. The losses were mostly ... 1. The actual country experience is listed in Table 1. The striking feature of the crop insurance ...- Authors: Tapen Sinha, Edgard Baqueiro
- Date: Jan 2006
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Forecasting
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Valuing American Options in a Path Simulation Model
prices is a sequence S(0), S(1), S(2) . . . . , S (N) , in which the arguments of S refer to the epoch ... stock prices emanate from the initial stock price S(0). The simulation procedure involves the random ...- 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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The Mollification Analysis of Stochastic Volatility
described by a stochastic process: dS = #(S, t)dt + a(S, t)dW where W is a standard Brownian Motion ... and a is the instantaneous standard deviation of S which specifies its volatility. This paper presented ...- Authors: Lijia Guo
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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Catastrophe Risk Bonds
catastrophe occurs} ~- {u, +} {interest rate goes up, no catastrophe occurs} = {u, -} (13) {interest ... such as is shown in figure 3. Figure 3 ~ {u, +} {u, -} {a,+} {a, -} Tile values at time 1 of the ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods