1
-
2
of
2
results (0.52 seconds)
Sort By:
-
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
-
Generating Stochastic Interest Rate Scenarios
DAVIDN. BECKER GORDON E. KLEIN CRAIG B. MERRILL* MARK S. TENNEY# Recorder: MICHAEL F. DAVL1N What are the ... 00%. We won't need the last period's interest rate(s). Consider a one-year Treasury strip. To value it ...- Authors: David N Becker, Michael F Davlin, Gordon E Klein, Mark S Tenney, Craig Merrill
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models