Announcement: SOA releases passing candidate numbers for May and June Exam FM.

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  • Asset-Backed Securities
    on those credit-card receivables would be your primary form of repayment as you finance the special-purpose ... of the reasons, but commonly you'll find that a primary reason is to lower your funding cost so if you're ...

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    • Authors: Peter Tilley, Mark S Corbett, Ernie P Friesen, Anatoly Burman
    • Date: Oct 1999
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Investments
  • Cox, Ingersoll and Ross Models of Interest Rates
    complicated. If I work with this process, I don't care about the nature of this Brownian motion. This ... (Figure 14). I can prove the following theorem. Do we care about risk, about interest rate models, in the real ...

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    • Authors: Peter Tilley, Wojciech Szatzschneider
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting