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The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed
from which the duration and convexity follow as direct calculations. It is also possible to calculate ... cash flow occurs at each time) ~ '* Particular care must be taken with the error term and its relationships ...- Authors: Matthew Clayton Modisett
- Date: Jan 1992
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Interest and Mortality Randomness in Some Annuities
Interest and Mortality Randomness in Some Annuities This paper presents a model is which can be used ... loss functions in premium calculations helped direct the plan of this paper. A motivation for this ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Annuities>Individual annuities; Modeling & Statistical Methods>Stochastic models
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Source of Earnings Analysis for Flexible Premium and Interest-Sensitive Life and Annuity Products
Source of Earnings Analysis for Flexible Premium and Interest-Sensitive Life and Annuity Products ... UL and other interest-sensitive products. The primary difficulty lies in the variability of the account ...- Authors: Robert Stein, Joseph H Tan
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities>Fixed annuities; Enterprise Risk Management>Financial management; Life Insurance>Universal life