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Stochastic Interest Rates and Insurance Portfolios the Impact of Model and Parameter Selection
insurance contracts are examined when both the mortality and the force of interest are stochastic. Several ... of interest and of different parameters on the mortality risk and the interest risk is investigated.- Authors: Gary Parker
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research Paper
insurance policies is studied in a stochastic mortality and interest environment. The first two moments ... strategy;Lapse rates=Lapses;Life insurance;Mortality rates=Mortality tables=Death rates ;Yield curve=Term structure; ...- Authors: Gary Parker
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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Stochastic Pension Fund Modelling
la i t ' l ]s I)~'l)a]'l,mv~+t t>f At ' tuat ' ia l N ia ih~,mai ic~ ,Prod Slai, isii('.s, l l<'riotA ... of N]a ih l ' l ]mi i cs au<l S ta t i s t i cs S im(m Fr;+~scr U i l i vers i i y l{ilrllal>v ...- Authors: Gary Parker, Andrew Cairns
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Funding