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Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
used for this study are debt instruments of the U.S. Gov- ernment. These securities are widely held ... Salomon Brothers, Inc. [12]; it is found in Part I, Table 1. Here the three-month and six-month yield data ...- 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
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Arithmetic vs. Geometric Mean Returns
vs. Geometric Mean Returns by Douglas C. Doll Mortality Arbitage—Life and SPIA by Douglas C. Doll Features ... consumer/agent toarbitrage the difference in mortality assumptions between life products and single premium ...- Authors: Douglas Doll
- Date: Apr 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Product Matters!
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models