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Asset Modeling Concepts - ValAct 00
Asset Modeling Concepts - ValAct 00 From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 Technical discussion of asset modeling concepts and ...- Authors: Douglas Doll, Frederick W Jackson, Teri Geske
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling
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Arithmetic vs. Geometric Mean Returns
Arithmetic vs. Geometric Mean Returns Discussion of the appropriate use of geometric versus arithmetic average returns to use in a stochastic interest rate generator to be equivalent to a ...- Authors: Douglas Doll
- Date: Apr 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Product Matters!
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models