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Modelling and Measuring Business Risk
Group 07 Bo?cker:Pillar II in the New Basel Accord 17/12/08 15:58 Page 179 bank. One of the most obvious ... 180 07 Bo?cker:Pillar II in the New Basel Accord 17/12/08 15:58 Page 180 flow method in continuous ...- Authors: Klaus Bocker
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Assessing Regime Switching Equity Return Models
Assessing ... each regime can be parameterized as (16) (17) (18) (19) (20) (21) where ... ed Stochastic JB Statistic RSDD(2) 17 Figure 8 QQ‐Plot of the Averaged Stochastic ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Finance & Investments; Modeling & Statistical Methods
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Inference for Logistic-type Models for the Force of Mortality
Inference for Logistic-type Models for the Force of Mortality Logistic-type models for the ... Sciences and Engineering Research Council of Canada. 17 REFERENCES Beard, R.E. 1963. ”A Theory of Mortality ...- Authors: Louis G Doray
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
insurers’ other significant risks is debatable. 17 This conclusion is vital to distinguishing the ... Management.” Sloan Management Review 21, no. 3 (1980): 17-31. ———. “Risk Seeking by Troubled Firm ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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Retirement Needs Framework, Chapter 9: Is Your Standard of Living Sustainable during Retirement? Ruin Probabilities, Asian Options, and Life Annuities
Retirement Needs Framework, Chapter 9: Is Your Standard of Living Sustainable during ... consumption (of one dollar) by l - I I, = ~ (H,) ds, (17) where, without loss of generality, I_ is the stochastic ...- Authors: Moshe Arye Milevsky, Christopher Robinson
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Pensions & Retirement>Retirement risks
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Multivariate Duration Analysis
(1 + i) -~. A number of years later, Redington [17] and Samuel- son [25] discovered a very similar ... York: National Bureau of Economic Research, 1938. 17. REDINGTON, EM. "Review of the Principle of Life ...- Authors: Robert Reitano
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Option Pricing by Esscher Transforms
related papers in the finance literature are [16], [17], [21], [37], [50], [56], [57], [58], [66], [75] ... IV. Option Pricing by Esscher Transforms 85 17. BOYLE, EE, AND TSE, Y.K. "An Algorithm for Com- ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods