1 - 2 of 2 results (0.41 seconds)
Sort By:
  • Integer Functions and Life Contingencies
    the approach suggested by Donald (17], sec. 4.18) and Kellison ([17], sec. 3.6). It is easy to check ... Contingencies. 2d ed. Chicago: Society of Actuaries, 1967. 17. KELLISON, S. G. The Theory oflnterest. Homewood: ...

    View Description

    • Authors: Cecil J Nesbitt, Elias Shiu, A D Wilkie
    • Date: Oct 1982
    • Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Transactions of the SOA
    • Topics: Actuarial Profession>Professional development
  • Option Pricing by Esscher Transforms
    related papers in the finance literature are [16], [17], [21], [37], [50], [56], [57], [58], [66], [75] ... " Review of Financial Studies 2 (1989): 241-50. 17. BOYLE, P.P., AND TSE, Y.K. "An Algorithm for Computing ...

    View Description

    • Authors: Hans U Gerber, Elias Shiu
    • Date: Jan 1994
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Investments