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U.S. Health Care System: Righting An Inversion
U.S. Health Care System: Righting An Inversion Essay stating Americans need to invent, implement, and ...- Authors: Jim Toole
- Date: Jun 2009
- Competency: Leadership>Thought leadership
- Topics: Economics>Financial markets; Public Policy; Health & Disability>Electronic medical record
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Modigliani, Miller and Mortgages
Modigliani, Miller and Mortgages Author’s response to discussant comments for the 2009 Housing Wealth ... expense to the nation's wealth and economic well-being. Investment risk;Mortality-based securities; 32092 ...- Authors: Krzysztof Ostaszewski
- Date: Sep 2009
- Competency: Strategic Insight and Integration>Big picture view
- Topics: Economics>Financial markets
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Pricing American Options without Expiry Date
Pricing ... motion. Let S(t) be the price of a stock at time t and define X(t) by S(t) = S(0) eX(t), t ... te e S(t); t 0− ζ ≥ is a martingale. The martingale condition is * rt t r(0) (0)E e e S(t) e S(0)− ...- Authors: Carisa K W Yu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial economics; Economics>Financial markets
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Modeling Capital Market with Financial Signal Processing
Modeling Capital Market with Financial Signal Processing This paper discusses the theoretic ... market uncertainty and volatility highlighting the S&P 500 as an example. Arbitrage;Capital markets=Stock ...- Authors: Jenher Jeng
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial markets; Modeling & Statistical Methods>Stochastic models
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Modigliani, Miller and Mortgages
suffered spectacular damage in the downturns of 2000- 2002 and 2008. Funding retirement with stock portfolios ... But the providers of reverse mortgages face mortality improvement risk, just as any providers of annuities ...- Authors: Krzysztof Ostaszewski
- Date: Sep 2009
- Competency: Strategic Insight and Integration>Big picture view
- Topics: Economics>Financial markets
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Market Forecasting and Trading Rules Based on Soft Computing Technologies
regarded as the three principal components (Shukla 2000 p. 406). 2 Following Zadeh (1994 p. 192), in this ... stock market indexes, like the Standard and Poor's (S&P) 500 stock index, Treasury bill rates, and net asset ...- Authors: Arnold Shapiro
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial markets; Technology & Applications>Analytics and informatics
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Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
the normal factor model (4.7). For this purpose, Table 4.1 as well as Figures 1 and 2 compare the inter-risk ... 37 (0.82) 0.22 (0.50) 0.27 (0.59) 0.33 (0.75) Table 4.1: LHP approximation for inter-risk correlation ...- Authors: Klaus Bocker, Martin Hillebrand
- Date: Apr 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial markets; Enterprise Risk Management>Financial management
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On the Existence of an Optimal Regression Complexity in the Least-Square Monte Carlo LSM Framework for Options Pricing
martingale measure Q. Denote ( , ; , )C s t Tω as cash flows at time s generated by the option for the sample ... following the optimal stopping rule for all ,s t s T< ≤ . Then the value of continuation at time ( ...- Authors: Yu Zhou
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial economics; Economics>Financial markets; Modeling & Statistical Methods>Regression analysis
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Modigliani, Miller and Mortgages
Modigliani, Miller and Mortgages Discussant comments for the 2009 Housing Wealth monograph ... crisis. It is quite possible that the bubble in the U.S. housing market could have developed even without ...- Authors: Society of Actuaries
- Date: Sep 2009
- Competency: Strategic Insight and Integration>Big picture view
- Topics: Economics>Financial markets