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Chaotic Analysis on U.S. Treasury Interest Rates
Chaotic Analysis on U.S. Treasury Interest Rates This paper analyzes the U. S. Treasury monthly interest ...- Authors: Steven Craighead
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments; Modeling & Statistical Methods
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Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty ... scenarios of the S & P 500 index, dividend yield, consumer price index, and U.S. Treasury yields ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial markets
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Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty ... of scenarios of the S&P 500 index, dividend yield, consumer price index, and U.S. Treasury yields.- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Modeling & Statistical Methods>Scenario generation
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Differential Equation Model For Yield Curves
Differential Equation Model For Yield Curves This paper examines a differential equation model, whose ... the relevance of the model with historical monthly U. S. Treasury nominal rates. From the Actuarial ...- Authors: Steven Craighead
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Analytics and informatics
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Bayesian Graduation
Bayesian Graduation This paper addresses various modifications of the Kimeldorf-Jones Bayesian graduation ... House 1991, VOL. 1. Bayesian methods;Mortality rates=Mortality tables=Death rates ; 14769 1/1/1991 ...- Authors: Steven Craighead
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Extreme Value Statistics, Resampling, and Insolvency Testing
*c J ~ or*c2 u OL+UJ Figure I Figure 2 Figure 3 Seelion 3. S e m i p ~ ~ s r3zagTechniqu_e ... visual and statistical tests on each distribution. Table 1 lists the distribution, the parameters and the ...- Authors: Steven Craighead
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Portfolio Optimization in Corporate Models
portfolio iliat best iiiatchcs or iiiiiiililiiZ('S a geii- erally slaiic set of liability cashflows ... ol)liinization prol)leins require limits or constraint, s. The insurance industry is very /lIliq(le, and / ...- Authors: William L Babcock, Steven Craighead
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models