Add to ORKGA stochastic interest rate generator is a valuable actuarial tool. The parameters that specify a stochastic model of interest rates can be adjusted to make the model arbitrage-free, orthey can be adjusted to accom
Abstract. An actuary has to deal with several sources and types of risks. This is fundamental to his...
This thesis gives an introduction to the principles of modern interest rate theory. After covering t...
I.I. The purpose of this paper is to survey some new results concerning the term structure of intere...
This synopsis of stochastic interest rates is here to provide the future actuary with some idea of t...
An important part of the current financial and actuarial research deals with the investigation of pr...
Title: Stochastic interest rates modeling Author: Jakub Černý Abstract: This present work studies di...
This paper furthers the development of the Markov chain interest rate generator. Though the basic te...
Two approaches used to model interest randomness are presented. They are the modeling of the force o...
This methodological paper presents a class of stochastic processes with appeal-ing properties for th...
This paper presents a model for the force of interest which is based on the consideration of a real ...
The level and change of the rate of inflation is an important assumption in many actuarial models. T...
Abstract. This essay discusses a class of arbitrage-free interest rate models that has tractable bon...
This is the third edition of this well-received textbook, presenting powerful methods for measuring ...
This is the third edition of this well-received textbook, presenting powerful methods for measuring ...
One of the challenges of stochastic asset/liability modeling for large insurance businesses is the r...
Abstract. An actuary has to deal with several sources and types of risks. This is fundamental to his...
This thesis gives an introduction to the principles of modern interest rate theory. After covering t...
I.I. The purpose of this paper is to survey some new results concerning the term structure of intere...
This synopsis of stochastic interest rates is here to provide the future actuary with some idea of t...
An important part of the current financial and actuarial research deals with the investigation of pr...
Title: Stochastic interest rates modeling Author: Jakub Černý Abstract: This present work studies di...
This paper furthers the development of the Markov chain interest rate generator. Though the basic te...
Two approaches used to model interest randomness are presented. They are the modeling of the force o...
This methodological paper presents a class of stochastic processes with appeal-ing properties for th...
This paper presents a model for the force of interest which is based on the consideration of a real ...
The level and change of the rate of inflation is an important assumption in many actuarial models. T...
Abstract. This essay discusses a class of arbitrage-free interest rate models that has tractable bon...
This is the third edition of this well-received textbook, presenting powerful methods for measuring ...
This is the third edition of this well-received textbook, presenting powerful methods for measuring ...
One of the challenges of stochastic asset/liability modeling for large insurance businesses is the r...
Abstract. An actuary has to deal with several sources and types of risks. This is fundamental to his...
This thesis gives an introduction to the principles of modern interest rate theory. After covering t...
I.I. The purpose of this paper is to survey some new results concerning the term structure of intere...