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Uniqueness of Yield Rates
Uniqueness of Yield Rates Given a financial transaction we are often interested in the number ... we are concerned with this counting problem. We survey various results concerning this problem, and provide ...- Authors: S. Promislow, David Spring
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Home Equity Conversion Plans for the Elderly
Home Equity Conversion Plans for the Elderly This paper establishes the need for home equity ... rates=Interest rates;Inflation;Longevity;Mortality rates=Mortality tables=Death rates ;Mortgages;Retirement ...- Authors: Giovanni DiMeo
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Pensions & Retirement>Retirement risks
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Assessing Risk for Insurance Funded by Zero Coupons with Stochastic Interest Rates
often the greatest risk associated with a whole life or retirement policy. Recent research has investigated ... bond as an investment instrument to fund a whole life policy. It is unlikely that a company will entirely ...- Authors: H Tolley, HENRY CONRAD WURTS
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Representative Interest Rate Scenarios
Sarah L. M. Christiansen The Principal Financial Group This paper suggests a possible flexible solution ... P~TE SCFAYARIOS Ill ~1 THE PPdNCIPAL FINANCIAl. GROUP Wha,',. a. I I A set of spot (zero coupon) yield ...- Authors: Sarah Christiansen
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Self-Financing Markets and Eventual Arbitrage
Self-Financing Markets and Eventual Arbitrage This paper argues that the self-financing ... variance-minimizing and self-financing strategy. We will report on the portfolio value 89 , as it evolves over ...- Authors: Jacques F Carriere
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Dynamic Spanning of Contingent Claims
Dynamic Spanning of Contingent Claims In this paper we discuss the link between the price ... Economics, 205-223. Garman, M. (1985). Towards a semi-group pricing theory. Journal of Finance 40, 847- 861 ...- Authors: Hal Warren Pedersen
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments