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Yield Curve Extrapolation
Yield Curve Extrapolation One of the most fundamental concepts in actuarial practice ... limitation is that the parameterization requires some care in the setup, but this is achievable with appropriate ...- Authors: Ben Leiser, Jack T Kerbeshian
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Actuarial Profession; Actuarial Profession>Best practices; Life Insurance; Life Insurance>Reserves - Life Insurance; Life Insurance>Capital - Life Insurance