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  • Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
    Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes This paper identifies ... underlying the use of the lognormal distribution for modeling the periodic change in the interest rate of a given ...

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    • Authors: David N Becker, Douglas Doll, Thomas Herzog, Daniel W Tucker
    • Date: Oct 1991
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
  • Interest Rate Model Risk
    Actuary Symposium. The purpose of this session is to enhance understanding of what it means to have ... based on cash-flow testing by taking the audience into the world of interest rate models and interest rate ...

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    • Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
    • Date: Jan 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods
  • A Policy-Year Model for GAAP Valuation of Coinsurance and Modified Coinsurance
    A Policy-Year Model for GAAP Valuation of Coinsurance and Modified Coinsurance This paper presents a ... policy-year model for GAAP valuation of reinsurance accepted on the coinsurance and modified coinsurance ...

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    • Authors: David N Becker, Michael Eckman
    • Date: Jan 1981
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods; Reinsurance>Coinsurance