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  • Cox, Ingersoll and Ross Models of Interest Rates
    Cox, Ingersoll And Ross Models Of Interest Rates 17 Leblanc, Renault, and Scaillet in finance and ... make some kind of calculation like this (Figure 17). No, because we have local time that appears with ...

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    • Authors: Peter Tilley, Wojciech Szatzschneider
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting
  • Risks in Investment Accumulation Products: Recent Research
    Risks in Investment ... 25, No. 3* San Francisco Annual Meeting October 17-20, 1999 Session 130PD Risks in Investment Accumulation ... Recent Research 17 Instead of using a statistical confidence limit ...

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    • Authors: Steven Miller, Peter Tilley, Martin Leroux
    • Date: Oct 1999
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Modeling & Statistical Methods
  • Translating Bond Default Experience Studies into a Pricing Deduction
    Translating Bond Default Experience Studies into a Pricing Deduction 1999 SOA Regional Meeting, Atlanta. In this presentation ... into a Pricing Deduction 17 make adjustments to the transition matrix to add ...

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    • Authors: Application Administrator, Peter Tilley, David X Li
    • Date: May 1999
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments
  • Advanced Topics in Annuity Modeling
    Advanced Topics in Annuity Modeling 1997 Valuation Actuary Symposium, Session 21 looks at advanced ... 've worked with Great-West Life in Denver for about 17 years now. The first 11 years were spent on the ...

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    • Authors: Francis Sabatini, Peter Tilley, Russell Osborn
    • Date: Sep 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Modeling & Statistical Methods