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Stochastic Optimization Techniques for Pricing Callable Bonds: Continuous Time Approach
Stochastic Optimization Techniques for Pricing Callable Bonds: Continuous Time Approach This ... P, = rain P b s ,S This fact explains why Dynamic Programming is the main tool in dealing with callable ...- Authors: Mark Saksonov
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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A Financial Model For Retirement Income Planning
A Financial Model For Retirement Income Planning The subject of this paper is a financial ... financially secure retirement income. The model is dynamic and stochastic, operates in nominal and real terms ...- Authors: Christoph Haehling von Lanzenauer
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Pensions & Retirement
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Notes on the Dynamics of Pension Funding
principles applicable to pension funding under dynamic conditions of population growth, inflation, and ... Research Clearing House 1981, Vol. 1. Assumptions;Dynamic simulation models;Inflation;Variable annuities; ...- Authors: Newton L Bowers, James C Hickman, Cecil J Nesbitt
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Funding