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Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios
Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios The behavior ... Recall that a lognormal random variable with = 0 17 has variance equal to e 2 e 2 1 . Then ...- Authors: James Bridgeman
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Practitioner's Forum
Practitioner's Forum From an interactive forum session at the 2001 Valuation Actuary Symposium, ... because they would be paid. Practitioner’s Forum 17 A similar consideration is just the question of ...- Authors: James Bridgeman, Norman E Hill, Joseph A Sikora
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Standards of practice; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Public Policy