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Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
But 1 +17 =PT+ql/P,"; thus the lognormal assumption for bond prices implies that the In(1 +17) is normally ... are STATISTICAL TESTS OF LOONORMAL DISTRIBUTION 17 standardized techniques for collecting and recording ...- Authors: David N Becker, Douglas Doll, Thomas Herzog, Daniel W Tucker
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
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Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
Information Theoretic ... 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 31 ... is described in more detail in Brockett and Cox [17]. We provide two numerical examples that illustrate ...- Authors: Bradley P Carlin, Beda Chan, Thomas Herzog, William L Roach, Elias Shiu, Patrick L Brockett, Josh Babier, Wojciech Szatzschneider, E S Rosenbloom
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession; Modeling & Statistical Methods
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Believe It Or Not!
Believe It Or Not! Presenters at session ... right answer with the tools that were there. Some 17 years later, our next guest, Hans Buhlmann has the ... 17 Believe It Or Not! into difficulties when trying ...- Authors: Thomas Herzog, Stuart Klugman
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods