1
-
2
of
2
results (0.49 seconds)
Sort By:
-
A Practical Guide to Interest Rate Generators for C-3 Risk Analysis
A Practical Guide to Interest Rate Generators for C-3 Risk Analysis This paper discusses interest rate generators which vary by intended purpose. The primary focus is on fairly elementary ...- Authors: Sarah Christiansen
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Scenario generation
-
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 ...- 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