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On the Existence of an Optimal Regression Complexity in the Least-Square Monte Carlo LSM Framework for Options Pricing
On the Existence of an Optimal Regression Complexity in the Least-Square Monte Carlo LSM Framework for Options Pricing In this paper, we illustrate how to value American-style options using the ...- Authors: Yu Zhou
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial economics; Economics>Financial markets; Modeling & Statistical Methods>Regression analysis
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Minimum Quadratic Distance Estimation for the Proportional Hazards Regression Model with Group Data
Minimum Quadratic Distance Estimation for the Proportional Hazards Regression Model with Group Data In this paper, we study a survival regression model known as Cox's proportional Hazards ...- Authors: Jacques Rioux, ANDREW LUONG
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Regression analysis
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Estimation of Select and Ultimate Mortality Rates by Least Squares
Estimation of Select and Ultimate Mortality Rates by Least Squares The purpose of this paper is to introduce the use of least squares for estimating parameters of mortality curves and discuss the ...- Authors: Aaron Tenenbein
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Regression analysis
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Statistical Robustness: One View of Its Use in Applications Today
Statistical Robustness: One View of Its Use in Applications Today Users of statistical packages should be more aware of the influence that outlying data points can have on their statistical ...- Authors: Robert V Hogg
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Regression analysis