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The Cost of Mismatch in Stochastic Interest Rate Models
The Cost of Mismatch in Stochastic Interest Rate ... EA+$D* 36 1,7 8=> >6, 8 =1= 17 31 ,3 766 77 3== 73 ... 683 ,7 >17 >11 >43 47 >17 66> >4> ,,> ,4 4=4 633 4>7 817 4=4 846 4>4 368 ,, 164 17, 177 48 164 ...- Authors: Michel Jacques, JEROME ZACCARI PANSERA
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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An Introduction To Risk Measures For Actuarial Applications
lognormal losses, as the distorted survival function is 17 the survival function for a lognormal distribution ... Invariance (TI) For any non-random c H(X + c) = H(X) + c (17) This means that adding a constant amount (positive ...- Authors: Mary Hardy
- Date: Jul 2006
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Estimation methods
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Let's Make a Deal: Life and Health Mergers and Acquisitions
Let's Make a Deal: Life and Health Mergers and Acquisitions Panelists discuss the ... From the Floor: So the ratio goes down now? 17 Let's Make a Deal: "Life and Health Mergers and Acquisitions" ...- Authors: Charles Carroll, Herbert E Goodfriend, William R Horbatt
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Economic value; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Estimation methods