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A Stochastic Investment Model
written on the subject in his presidential address [17] as well as in [18]. During the annual meeting ... I t is assumed A STOCHASTIC INVESTMENT MODEL 17 that the negative binomial constants b and c are ...- Authors: John A Beekman
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models
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A General Formula for Option Prices in s Stochastic Volatility Model
A General Formula for Option Prices in s Stochastic Volatility Model This presentation considers the ... eX <∞. • Puts: yes, there is (next slide). Page 17 Theorem 2. (Fourier integral for “generalised ...- Authors: Daniel Dufresne, Stephen Chin
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Modeling Home Equity Conversion Mortgages
Albany, NY 102,1 17.36 4.71 1.32 8.45 2.00 846400 17 Raleigh-Durham, NC 102.0 16.31 13.80 . . . . 2.40 ... 1167800 1054500 297400 878200 431500 48762200 17 N.A.R. METRO AREA HOME PRICE DATA ANN,PGT.- Authors: Thomas Herzog, THERESA R DVENTI
- Date: Jan 1990
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Payout annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed
The Valuation ... 0% 4% 5% qi% 7% 8% t1% 10% 11% 12% 13% 1 % ~% 16% 17% 18 lg Market Rates Diagram 3.1 Notice that ... ) = E( V, I i, ) = 0. Therefore, 1 Az " 1%r (17) 1 v,- 1./, At Timc 1: From equation (7), ...- Authors: Matthew Clayton Modisett
- Date: Jan 1992
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models