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Long-Term Forecasting for Interest Rates
Long-Term Forecasting for Interest Rates This paper develops a new technique, which allows the analyst to maximally use all thte historical interest rate information available in forecasting ...- Authors: Application Administrator, Vladimir S Ladyzhets, Vladimir Cherepanov
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Sub exponential Tails
A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Sub exponential Tails This paper studies the tail probability of discounted aggregate claims in a continuous-time renewal model.- Authors: Xuemiao Hao, Application Administrator
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Stochastic models
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Modeling Home Equity Conversion Mortgages
Modeling Home Equity Conversion Mortgages This report describes a stochastic simulation approach used to estimate the amount of a level-payment annuity payable as long as the person is alive and ...- Authors: Thomas Herzog, Tapen Sinha, Theresa R DiVenti, Application Administrator
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models