1
-
10
of
26
results (0.56 seconds)
Sort By:
-
Chaotic Analysis on U.S. Treasury Interest Rates
Chaotic Analysis on U.S. Treasury Interest Rates This paper analyzes the U. S. Treasury monthly interest ...- Authors: Steven Craighead
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments; Modeling & Statistical Methods
-
Modeling Home Equity Conversion Mortgages
used to estimate the amount of a level-payment annuity payable as long as the senior is alive and living ... Research Clearing House 1990, VOL. 2. Inflation;Mortality assumption; 370 1/1/1990 12:00:00 AM ...- Authors: Thomas Herzog, THERESA R DVENTI
- Date: Jan 1990
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Payout annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
-
A Linear Programming Approach to Maximizing Policyholder Value
A Linear ... on Camh Value of Pr ior Loan Act iv i ty . . 2-S 2.4 Cash Va lue as a Linear Funct ion; Product ... idor . . . . . . . . . 2-10 3. A 3.1 3.2 S imple Mode l Ob jec t ive Funct ion and Const ...- Authors: Michael Conwill
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Life Insurance>Universal life; Modeling & Statistical Methods
-
A Geometric Approach to Exact Solutions in Finance and Actuarial Science
Finance 1 a) State variables u du ,.o.,U n evolve according to = ~(t, u J )dt + ~ oi~ dz a C( ... premia n i = ni(t,u J) r = r(t, uJ) Then a security B(t,u i) which pays cash flow CF(t,u ~) satisfies ...- Authors: Application Administrator
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
-
A Bond Manager's Method for ALM
A Bond Manager's Method for ALM This paper introduces the Bond Manager's Method ... A Bond Manager's Method for ALM This paper introduces the Bond Manager's Method for ALM which ...- Authors: Application Administrator
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
-
Design and Pricing of Home Equity Line of Credit Insurance
Home Equity Line of Credit insurance. The paper's objective is to provide useful tools when developing ... insurance;Lapse rates=Lapses;Marketing and distribution;Mortality assumption;Persistency;Term life=Annual renewable ...- Authors: Marina Adelsky
- Date: Jun 1990
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Life Insurance>Pricing - Life Insurance
-
The Relationship between a Profit Center's Surplus Needs and its Cost of Equity Capital
The Relationship between a Profit Center's Surplus Needs and its Cost of Equity ... Center's Surplus Needs and its Cost of Equity Capital This research paper explores an insurer's surplus ...- Authors: Dorothy Andrews
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
-
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
within the context of expected utility theory. • u = concave utility function of wealth of the buyer ... for complete coverage against the loss Y. u(w – P) = E[u(w – Y)]. • See Bowers et al. (1997, equation ...- Authors: Virginia Ruth Young, Application Administrator
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
-
28th Annual Actuarial Research Conference Agenda
UniverCty of Waterloo, Ontado Measuring the Effect of U.S. Social Security Cash Benefits {OASDI) Funding ... Marker Chain A Twelve Parameter Model of Select Mortality Rates The Effect of Removing Cancer as a Cause ...- Authors: Society of Actuaries
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession; Finance & Investments
-
Bounds on Expected Values of Insurance Payments and Option Prices
Bounds ... = inf[ I h(x) dFIx) : F ~ M(y) ] and i b U(h y) = sup{ h(x) dF(x) : F c ~l,(y) } where y denotes ... The best uigper bound for h(x) = min{x, d} is U(h I y) = q 0-2 d for O~dSkt -b_ ~ ~t(b + d) ...- Authors: Samuel Cox
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance