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Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research Paper
endowment and whole-life insurance policies is studied in a stochastic mortality and interest environment ... rates;Investment strategy;Lapse rates=Lapses;Life insurance;Mortality rates=Mortality tables=Death rates ;Yield curve=Term ...- Authors: Gary Parker
- 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>Portfolio management - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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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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The Effect of the Deductible on the Average Claim Size
The Effect of the Deductible on the Average Claim Size It is obvious that the introduction of ... results then apply them to concrete distributions. Life insurance;Deductible; 680 1/1/1996 12:00:00 AM ...- Authors: T Varga
- Date: Jan 1996
- 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>Risk measurement - 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