1 - 1 of 1 results (0.42 seconds)
Sort By:
  • Stochastic Immunization
    typically. The price function of the model is a direct result of the rate changes at particular points ... we have to average things out and let things take care of them. We also make a real effort to make sure ...

    View Description

    • Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
    • Date: Jun 2000
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Stochastic models