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  • Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
    Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes This paper identifies several implicit assumptions underlying the use of the lognormal distribution for ...

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    • 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