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  • Stochastic Control Theory for Optimal Investment
    Stochastic Control Theory for Optimal Investment This paper illustrates the application of stochastic control methods in managing the risk associated with an insurance business. We present the ...

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    • Authors: MARITINA TOLEDO CASTILLO, Gilbert Parrocha
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
  • Representative Interest Rate Scenarios
    Representative Interest Rate Scenarios This paper suggests a possible flexible solution to the time and resource problems of running a large number of stochastic interest rate scenarios, by ...

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    • Authors: Sarah Christiansen
    • Date: Jan 1996
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
  • Representative Interest Rate Scenarios
    Representative Interest Rate Scenarios This presentation suggests a possible flexible solution to the time and resource problems of running a large number of stochastic interest rate scenarios, ...

    View Description

    • Authors: Sarah Christiansen
    • Date: Jan 1996
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods