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The Actuary
assumption for underlying assets in the context of a “dynamic” version of Gerber-Shiu’s option-pricing model ... “On Pricing Derivatives under GARCH Models: A Dynamic Gerber-Shiu’s Approach.” The model proposed is ...- Authors: Christian J DesRochers, Mark E Litow, Patrick J Dunks, Loretta Jacobs, Eric P Goetsch, Scott Weltz
- Date: Jun 2004
- Publication Name: The Actuary Magazine
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Morbidity Improvement and Its Impact on LTC Insurance Pricing and Valuation
Morbidity Improvement and Its Impact on LTC Insurance Pricing and Valuation This presentation ... moderately adverse assumptions. I haven’t done much dynamic financial condition analysis or solvency type testing ...- Authors: Ronald M Wolf, P J Stallard, Scott Weltz
- Date: May 2004
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Long-term Care
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Long-Term Care Newsletter, December 2002, Issue No. 7
of passion. I came because of the newness, the dynamic environment and the personal oppor- tunity. My ... working with multiple insurers. Hopefully, this dynamic will become less problematic as underwriting continues ...- Authors: Application Administrator, Gregory Gurlik, Joan P Ogden, Anna M Rappaport, Bruce Stahl, James Berger, Scott Weltz
- Date: Dec 2002
- Publication Name: Long-Term Care News