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A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions
A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions This paper ... used to calculate the option value. Once again, care 292 TRANSACTIONS, VOLUME XLVI has to be exercised ...- Authors: Michael Sherris
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Economic value
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Options on Bonds and Applications to Product Pricing
Options on Bonds and Applications to Product Pricing This paper presents a theoretical approach ... probability I - q. Suppose we choose N so that we do not care whether yields go to i+ or i - , i.e, P(t+ e ...- Authors: Robert P Clancy
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates
Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal ... downside-protected products, in addi- tion to long-term-care insurance and other retirement products. In other ...- Authors: Moshe Arye Milevsky, Application Administrator
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
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Loss Models, From Data To Decisions, Fifth Edition
Loss Models, From Data To Decisions, Fifth Edition Read an excerpt from Loss Models, From ... the likelihood function will continue to increase. Care must be taken when maximizing this function because ...- Authors: Society of Actuaries
- Date: Jul 2017
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On the Application of the Wilkie Model to the TSX Price Index
On the Application of the Wilkie Model to the TSX Price Index For insurance companies, modeling ... assumption, and lower percentiles are just what we care about. Therefore when we compare the results of ...- Authors: Chao Qiu
- Date: Jul 2007
- Competency: Technical Skills & Analytical Problem Solving