1
-
2
of
2
results (0.56 seconds)
Sort By:
-
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 ... underlying the use of the lognormal distribution for modeling the periodic change in the interest rate of a given ...- 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
-
Current Research and Alternative Technologies
3, from the 1987 Valuation Actuary Symposium. The first instructor discusses three methods of valuation ... valuation [and methods of studying C-3 risk]: Gross Premium Valuation [the actuary’s traditional approach] ...- Authors: Arnold Dicke, Douglas Doll, Gregory D Jacobs
- Date: Sep 1987
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods