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A Stochastic Investment Model
A Stochastic Investment Model The purpose of this paper is to provide a method for calculating special contingency reserves for investment losses. The method is derived by first building a ...- Authors: John A Beekman
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Multivariate Stochastic Immunization Theory
Multivariate Stochastic Immunization Theory With this paper, a new theory of immunization is introduced in which the approach is multivariate, and the goal is stochastic in the sense of ...- Authors: Robert Reitano
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Modeling Home Equity Conversion Mortgages
Modeling Home Equity Conversion Mortgages This report describes a stochastic simulation approach used to estimate the amount of a level-payment annuity payable as long as the person is alive and ...- Authors: Thomas Herzog, Tapen Sinha, Theresa R DiVenti, Application Administrator
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models