4 search results - page 1 / 1 » Quasi-Monte Carlo methods in cash flow testing simulations |
WSC
2000
13 years 5 months ago
2000
What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
WSC
2004
13 years 5 months ago
2004
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
BMCBI
2007
13 years 4 months ago
2007
Background: Answers to several fundamental questions in statistical genetics would ideally require knowledge of the ancestral pedigree and of the gene flow therein. A few examples...
TVLSI
2008
13 years 4 months ago
2008
Abstract--Technology scaling in the nanometer era has increased the transistor's susceptibility to process variations. The effects of such variations are having a huge impact ...