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Stochastic Immunization
typically. The price function of the model is a direct result of the rate changes at particular points ... we have to average things out and let things take care of them. We also make a real effort to make sure ...- Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Statistics and the Valuation Manual
error margin of ≤ 5%. Bühlmann method can use the direct approximation formula for Z provided in VM- 20 ... margin of ≤ 5%. Bühlmann method can use the direct approximation formula for Z provided in VM-20 ...- Authors: Steven Craighead, Douglas Robbins, Karen Rudolph
- Date: Aug 2017
- Competency: Technical Skills & Analytical Problem Solving