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Immunization Under Stochastic Models of the Term Structure
(b) The price P(t,s) at time t of a pure discount bond which matures at time s (t<~s) is determined by ... assessment at time t, of the segment /r~T'l. t < T< s} of the spot rate process over the term of the bond ...- Authors: Phelim Boyle
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Modeling & Statistical Methods>Stochastic models
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Quasi-Monte Carlo Methods in Numerical Finance
intervals: g:={~-,~/~],~-l~], ,~-l[~'4], ~-l[Vs] ' ~-i[a/s], ~-lp~], ~-,[7/~]} N=I N~3 N=7 i (5) ... Monte Carlo approaches. For these cases we require s dimensional sedluences of "random" numbers. We discuss ...- Authors: Phelim Boyle, Ken Seng Tan, Corwin Joy
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Simulation
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The Comparison of Group Life Benefit Schedules
The Comparison of Group Life Benefit Schedules Group life insurance often represents ... Assumptions;Death benefits;Inflation;Life insurance;Mortality rates=Mortality tables=Death rates ;Premiums;Survivor ...- Authors: Phelim Boyle
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Influence decisions
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Group plans - Life Insurance