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Dynamic Financial Models of Life Insurers
Dynamic Financial Models of Life Insurers The Society of Actuaries seeks to provide actuaries of life insurance companies with a systematic ... capital;Yield curve=Term structure; 6080 2/20/2000 12:00:00 AM ...- 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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Pricing Perpetual Fund Protection With Withdrawal Option
Perpetual Fund Protection with Withdrawal Option Hans U. Gerber Ecole des hautes études commerciales Université ... provides the amount F(t) = S2(t) max{1, max 0≤ ≤τ t S S 1 2 ( ) ( ) τ τ }, if it is exercised at time ...- 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
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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 factors related to life-insurer ... capital;Yield curve=Term structure; 19916 2/1/2000 12:00:00 AM ...- 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
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