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- 00551955 contributor B271063.
- 00551955 created "c1999.".
- 00551955 date "1999".
- 00551955 date "c1999.".
- 00551955 dateCopyrighted "c1999.".
- 00551955 description "Includes bibliographical references.".
- 00551955 description "Review of the principles of life-office valuations / F.M. Redington -- Quasi-Monte Carlo methods in numerical finance / Corwin Joy, Phelim P. Boyle, Ken Sang Tan -- Valuing American options in a path simulation model / James A. Tilley -- Option pricing by Esscher transforms / Hans U. Gerber and Elias S.W. Shiu -- Multivariate duration analysis / Robert R. Reitano -- A stochastic investment model for actuarial use / A.D. Wilkie.".
- 00551955 extent "iii, 152 p. :".
- 00551955 identifier "093895962X".
- 00551955 isPartOf "SOA monograph ; M-AS99-2".
- 00551955 issued "1999".
- 00551955 issued "c1999.".
- 00551955 language "eng".
- 00551955 publisher "Schaumburg, Ill. : Society of Actuaries,".
- 00551955 subject "HG8078 .I58 1999".
- 00551955 subject "Insurance companies Investments Mathematical models.".
- 00551955 subject "Insurance companies Investments".
- 00551955 tableOfContents "Review of the principles of life-office valuations / F.M. Redington -- Quasi-Monte Carlo methods in numerical finance / Corwin Joy, Phelim P. Boyle, Ken Sang Tan -- Valuing American options in a path simulation model / James A. Tilley -- Option pricing by Esscher transforms / Hans U. Gerber and Elias S.W. Shiu -- Multivariate duration analysis / Robert R. Reitano -- A stochastic investment model for actuarial use / A.D. Wilkie.".
- 00551955 title "Investment section monograph / Investment Section Council.".
- 00551955 type "text".