1
-
3
of
3
results (0.39 seconds)
Sort By:
-
ASSET LIABILITY MANAGEMENT OF LIFE INSURERS IN THE NEGATIVE INTEREST RATE ENVIRONMENT
ASSET LIABILITY MANAGEMENT OF LIFE INSURERS IN THE NEGATIVE INTEREST RATE ENVIRONMENT This presentation ... provides evidence that a decline in interest rates in the negative interest rate environment produces a much ...- Authors: Ken Seng Tan, Xun Zhang , Sheen Liu
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance
-
Efficient Algorithm for High-Dimensional Simulation
Simulation This is the abstract of a paper that deals with a recent modification of the Monte Carlo method ... method known as quasi random Monte Carlo. Under this approach, one uses specially selected deterministic ...- Authors: Ken Seng Tan
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Deterministic models
-
Quasi-Monte Carlo Methods in Numerical Finance
Carlo Methods in Numerical Finance This is the abstract of the paper Quasi-Monte Carlo Methods in Numerical ... version of the Monte Carl method that has attractive properties for the numerical valuation of derivatives ...- Authors: Ken Seng Tan
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Simulation