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Evaluation of the Rollover Option
Evaluation of the Rollover Option The purpose of this paper is to examine a special case of option pricing ... pricing theory in which the insurance company promises the customer to exercise the option for him. This ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments
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Memorandum to Selected Society of Actuaries' Members RE: Creation of an Education and Research Section of the Society of Actuaries
Society of Actuaries' Members RE: Creation of an Education and Research Section of the Society of Actuaries ... sent to selected members of the Society of Actuaries announcing the creation of an Education and Research ...- Authors: Bryan V Hearsey, Stephen G Kellison, Stuart Klugman, Esther Portnoy, Walter Rugland, Elias Shiu, James A Tilley, H Tolley, Robert Brown, Harry S Panjer, Jed Frees, Arnold Shapiro, Paul Campbell
- Date: Jan 1991
- Competency: Leadership>Professional network leverage
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Academic partnerships
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REROSHE: The Concept of a Risk-Free Equivalent Return on Shareholders' Equity
REROSHE: The Concept of a Risk-Free Equivalent Return on Shareholders' Equity The author proposes ... proposes the concept of a risk-free equivalent rate of return on shareholders' equity, or ‘REROSHE,’ as ...- Authors: Alastair G Longley-Cook, Elias Shiu, Donald R Sondergeld, Oakley E Van Slyke, Patrick L Brockett
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Capital - Life Insurance
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Book Reviews and Notices
Reviews and Notices This article contains reviews of the following books published in 1987-1990: 1. 'Pension ... Mathematics' by Hans U. Gerber, 3. 'A History of Probability and Statistics and Their Applications ...- Authors: William H Aitken, John A Beekman, Samuel Cox, William B Frye, Stuart Klugman, Robert J Myers, Murray Projector, Elias Shiu, Harry A Woodman, William A Drew
- Date: Oct 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development
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Option Pricing by Esscher Transforms
shows that the Esscher transform is an efficient technique for valuing derivative securities if the logarithms ... logarithms of the prices of the primitive securities are governed by certain stochastic processes with stationary ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments
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Immunizing Stochastic Cash Flows
Redington's theory of immunization and sketches how it may be extended to the general case of stochastic flows ... flows by means of modern option-pricing theory. From the Actuarial Research Clearing House 1992 ...- Authors: Elias Shiu
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management
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Integer Functions and Life Contingencies
Contingencies In this paper, the author studies the ‘applications of the integer functions, ceiling and ... applying a theorem of the mean value type for integrals and uniform distribution of deaths assumptions ...- Authors: Cecil J Nesbitt, Elias Shiu, A D Wilkie
- Date: Oct 1982
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development
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Some Remarks on Demography
textbooks for the Society of Actuaries Course 161 examination which do not use the same set of notation into ... From the Actuarial Research Clearing House 1989, Vol. 2. From the Actuarial Research ...- Authors: John A Beekman, Elias Shiu
- Date: Jan 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Demography
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Annuities with Negative Payment Frequency
Annuities with Negative Payment Frequency This paper is a proof of a conjecture that appeared in a letter ... proof of a conjecture that appeared in a letter to the Editor of The Actuary. From the Actuarial ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Technology & Applications>Analytics and informatics
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How Fast Is Mexico Increasing?
How Fast Is Mexico Increasing? This paper presents how to compute how fast a country is growing. ... compute how fast a country is growing. From the Actuarial Research Clearing House 1991 VOL.2. Analytics ...- Authors: Elias Shiu, JINXIA MA
- Date: Jan 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Population data