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  • The Cost of Mismatch in Stochastic Interest Rate Models

    The Cost of Mismatch in Stochastic Interest Rate Models In a stochastic world consideration of only a few deterministic scenarios can potentially be dangerous. The aim of the present research is ...

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    • Authors: Michel Jacques, JEROME ZACCARI PANSERA
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
  • The Possible Effects of Negative Interest Rates on US Life

    The Possible Effects of Negative Interest Rates on US Life Article discusses possible effects of negative interest rates on product development, risk management, investment management and ...

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    • Authors: Simpa Baiye, Richard de Haan
    • Date: May 2017
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: News Direct
    • Topics: Annuities>Product development - Annuities; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Capital markets; Finance & Investments>Derivatives; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Asset modeling