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The Effects of Advanced Age Mortality Improvement on the Valuation of Variable Annuities with Guaranteed Death Benefits
The Effects of Advanced Age Mortality Improvement on the Valuation of Variable Annuities with Guaranteed ... Benefits The abstract for the paper The Effects of Advanced Age Mortality Improvement on the Valuation ...- Authors: Lijia Guo
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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A Space Marching Finite Difference Algorithm for Valuing American
Algorithm for Valuing American This is the abstract of the paper A Space Marching Finite Difference ... Valuing American. In this paper, the author considers the problem of valuating American options written ...- Authors: Lijia Guo
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Derivatives