Efficient Stochastic Modeling for Large and Consolidated Insurance Business: Interest Rate Sampling Algorithms

DOI10.1080/10920277.2002.10596058zbMath1084.91514OpenAlexW2030936896MaRDI QIDQ5715888

Yvonne C. M. Chueh

Publication date: 5 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2002.10596058

Mathematics Subject Classification ID

Related Items (2)

Bias correction for estimated distortion risk measure using the bootstrap ⋮ Capital Allocation Using the Bootstrap

Cites Work

• Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results
• Representative Interest Rate Scenarios
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