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Projections of Variable Life Insurance Operations
Projections of Variable Life Insurance Operations This paper discusses an example showing ... interacting with the more common elements, such as mortality and persistency, on the financial results of a ...- Authors: Paul Markham Kahn
- Date: Nov 1971
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- 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