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Corporate Models and Assumptions
However, the dis- tinction is helpful to define the primary emphasis for the development of each assumption ... contribute to policy loans. It was determined that two primary factors could be used to closely :reflect the amount ...- Authors: Allan Affleck, Robert A Lyle, Kihong Sung
- Date: Mar 1977
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Stochastic models
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Cox, Ingersoll and Ross Models of Interest Rates
complicated. If I work with this process, I don't care about the nature of this Brownian motion. This ... (Figure 14). I can prove the following theorem. Do we care about risk, about interest rate models, in the real ...- Authors: Peter Tilley, Wojciech Szatzschneider
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting