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The Investment Process and Present Value Calculations
The Investment Process ... invested funds. Then, 33 U~(t) = ~(t) t f + ]~(u) r(t-u) du ,, j<. j , J4(~, g(., ~,- ... kind; ~( t ) = ~( t )+ J~( t ,u ) ~(u) du, o with kernel ~( t ,u ) (4 ) -,<,-.> <,> If ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators Without ... An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators Without relying on formulas ...- Authors: James A Tilley
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators This paper, originally ... paper includes written discussion and the author’s review of the discussions. Scenario generation=Scenario ...- Authors: Michael F Davlin, Merlin F Jetton, James A Tilley, Hal Warren Pedersen
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Stochastic models