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Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation Presentation at the 41st ... sed: RS2LN w/ 1 corr. matrix and CCORR GARCH 17 of 20 Monte Carlo Monte Carlo experimentexperiment ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Fuzzy Volatility Forecasts and Fuzzy Option Values
Fuzzy Volatility Forecasts and Fuzzy Option Values Presentation from the 41st Actuarial Research Conference ... yn(l)]2 = ω¯ 1− Φ1 − Φ2 − . . .Φr l−1∑ j=0 ψ 2 j . 17 / 35 Introduction Fuzzy Coefficient Class of ...- Authors: Ranee Thiagarajah
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models
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Probability of LTC Ruin?
Probability of LTC Ruin? The panel demonstrates a technique that can help set confidence intervals ... increase it beyond that. Probability of LTC Ruin? 17 FROM THE FLOOR: You said earlier that you did ...- Authors: Janet Perrie, Daniel Bret Cathcart, Amy Pahl
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Stochastic models