1
-
2
of
2
results (0.58 seconds)
Sort By:
-
An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
model, because paths of interest rates are the primary feature of the model; and (iii) moving between ... scenarios gen- erated are subservient to the primary goal of calculating current market 542 TRANSACTIONS ...- 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
-
An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
model, because paths of interest rates are the primary feature of the model; and (iii) moving between ... scenarios generated are subservi- ent to the primary goal of calculating current market values. The ...- 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