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Valuation Of Equity-Indexed Annuities
market performance. Equity-indexed annuities [EIA's] are one of the products of this kind. This paper ... stock=Stock=Preferred stock;Equity-indexed annuities;Mortality risk; 802 1/1/2000 12:00:00 AM ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Equity-indexed annuities; Finance & Investments>Investments
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Laplace Transform and Barrier Hitting Time Distributions
Equity-indexed annuities [EIA's] are the fastest growing annuity products. An appealing feature of ... This paper shows how to use Gerber and Shiu's approach to compute two defective density functions ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Solution of Defective Renewal Equations with Applications to Ruin Theory
distribution in risk theory', and H(u) is a differentiable fimction for u > 0. To solve (1), we introduce ... geometric distribution. Let /~(u) 1-7~(~5) G (~). (2) Then K(u) is the solution of the integral ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Non-exponential Bounds on the Tails of Compound Distributions
Pr (X=n)=p~, n = 0 ,1 ,2 , . . . . (1) Let S = X 1 + X 2 -1- . . . + X N (2) We are interested ... in estimating the tail probability (~,(x) = Pr (S > x), x > O, 3) which has applications in many ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Bounds on Multiple Contingent Claims
Bounds on Multiple Contingent Claims These are the abstract and reference of the paper 'Bounds ... underlying asset. In this talk, we extend Lo's result to the multi-asset case. Unlike the one asset ...- Authors: Phelim Boyle, Xiaodong Sheldon Lin
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments