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Risks and Rewards Newsletter, February 2001, Issue No. 36
approaches presented by Babbel, Gold and Merrill involve direct discounting of liability cash flows. However, current ... ings at a hurdle rate. Many observers feel that direct discounting and the actuarial appraisal method ...- Authors: Lawrence N Bader, Nino A Boezio, Catherine Ehrlich, Luke Girard, Jeremy Gold, David Ingram, Victor Modugno, Max Rudolph, Stephen Strommen, Peter Tilley, David F Babbel, Sarah Christiansen, Gregory Goulding, Anthony Dardis, Edwin A Martin, William L Babcock, Craig Merrill, Marc Altschull, Stephen Britt, Peter D Jones
- Date: Feb 2001
- Publication Name: Risks & Rewards
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Risks and Rewards Newsletter, October 1998, Issue No. 31
char- acterized by the presence of fat tails. A direct implication of this is that tail events are more ... the possibility, but it is vention—and he doesn’t care. All he leptokurtosis. It probably won’t under- ...- Authors: Nino A Boezio, Daniel Case, Victor Modugno, Shirley Hwei-Chung Shao, Glyn A Holton, Zain Mohey-Deen, Anthony Dardis, Edwin A Martin, HEATHER NORTH ROYER, Patrick Reinkemeyer, Timothy Cogley, Vinod Chandrashekaran, Andrew Berry
- Date: Oct 1998
- Publication Name: Risks & Rewards