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Modelling and Measuring Business Risk
Modelling and Measuring Business Risk This paper focuses on business risks rather ... modelling and measuring business risk where the dynamic of the underlying earnings is described in a continuous-time ...- Authors: Klaus Bocker
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Retirement Needs Framework, Chapter 9: Is Your Standard of Living Sustainable during Retirement? Ruin Probabilities, Asian Options, and Life Annuities
hit zero while 2A richer model would allow for dynamic portfolio strategies in which the investor can ... time. Indeed, a full theory of continuous time dynamic programming has been applied to investment-consumption ...- Authors: Moshe Arye Milevsky, Christopher Robinson
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Pensions & Retirement>Retirement risks
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Validating a Liability Model
Validating a Liability Model This paper reviews validation for the model of a life insurance ... company data. Two methods are reviewed: static and dynamic validation. From Society of Actuaries Financial ...- Authors: Richard D Olswang
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Option Pricing by Esscher Transforms
Computation 32 (1978): 277-79. 32. DUFFIE, D. Dynamic Asset Pricing Theory. Princeton: Princeton, University ... LUSKIN, D.L. ED. PorOColio Insurance: A Guide to Dynamic Hedging. New York: Wiley, 1988. 56. ~VIADAN, ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods