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Abstracts from Various Actuarial Research
SOME CONSEQUENCES OF MORTALITY FUNCTION Farrokh Guiahi The notion of mortality function is given a ... to the problem of margin determination for a mortality function. vii A STATISTICAL APPROACH TO ...- Authors: Phelim Boyle, Calvin D Cherry, Mark Evans, Farrokh Guiahi, Charles E Johnson, Karl K S Lee, Harry H Panjer, Lee M Tang, Basil A Xavier, Murray Silver, Walter J Mays
- Date: May 2013
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Bounds on Multiple Contingent Claims
Bounds on Multiple Contingent Claims These are the abstract and reference of the paper 'Bounds ... underlying asset. In this talk, we extend Lo's result to the multi-asset case. Unlike the one asset ...- Authors: Phelim Boyle, Xiaodong Sheldon Lin
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments