1
-
2
of
2
results (0.64 seconds)
Sort By:
-
A Multivariate Approach to Immunization Theory
dkP(11 - ~ dJQIA11dkAJ(1) - dQ·dkA, J from which (A.17) follows. Taking second derivatives: d'I<.P(il ... Using 12.7), IR.21) follows lmmediately from IA. 17). Similarly, 12.8) makes the first term on the ...- Authors: Robert Reitano
- Date: Aug 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
-
Multivariate Duration Analysis
(1 + i) -~. A number of years later, Redington [17] and Samuel- son [25] discovered a very similar ... York: National Bureau of Economic Research, 1938. 17. REDINGTON, EM. "Review of the Principle of Life ...- Authors: Robert Reitano
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods