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Investment Strategy for Life Insurance Products
1O-Year "o Period Rates Rates _" .... > ° 1970-74 17% 7% : 2 0 Z 1975-79 13 5 1980-84 22 10 INVESTMENT ... rates, 1 fit a beta distribution to them. I have 17 years of data. Now the beta distribution is a continuous ...- Authors: Joseph J Buff, Sheldon Epstein, Mark Griffin, Eric S Werner
- Date: May 1988
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments