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  • Estimation of Select and Ultimate Mortality Rates by Least Squares
    Estimation of Select and Ultimate Mortality Rates by Least Squares The purpose of this paper is to introduce ... parameters of mortality curves and discuss the advantages of this method. Mortality rates=Mortality tables=Death ...

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    • Authors: Aaron Tenenbein
    • Date: Jan 1979
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Actuarial Research Clearing House
    • Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Regression analysis
  • On the Existence of an Optimal Regression Complexity in the Least-Square Monte Carlo LSM Framework for Options Pricing
    martingale measure Q. Denote ( , ; , )C s t Tω as cash flows at time s generated by the option for the sample ... following the optimal stopping rule for all ,s t s T< ≤ . Then the value of continuation at time ( ...

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    • Authors: Yu Zhou
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Topics: Economics>Financial economics; Economics>Financial markets; Modeling & Statistical Methods>Regression analysis