Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza ManhattanIEEE Service Center, 1995 - 192 páginas |
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Página 75
... underwriting is a losing operation . The chart below shows , that on a net statutory underwriting basis , the industry has consistently posted losses on its actual underwriting activity . Actual $ B Net Statutory Underwriting 5 -5 -10 ...
... underwriting is a losing operation . The chart below shows , that on a net statutory underwriting basis , the industry has consistently posted losses on its actual underwriting activity . Actual $ B Net Statutory Underwriting 5 -5 -10 ...
Página 76
... underwriters . This opportunity legitimated " cash - flow underwriting " practices . Presuming a static proportion of losses to policy underwriting , the sharp rising rates presented insurers with an easy opportunity to expand short ...
... underwriters . This opportunity legitimated " cash - flow underwriting " practices . Presuming a static proportion of losses to policy underwriting , the sharp rising rates presented insurers with an easy opportunity to expand short ...
Página 86
... underwriting losses , approximates the mean actual - dollar value for deposit closings over the each of the modern periods tested . Actual SB 1973-1995 1981-1995 1989-1995 max loss ( year ) μ Statutory Underwriting Loss μ Deposit ...
... underwriting losses , approximates the mean actual - dollar value for deposit closings over the each of the modern periods tested . Actual SB 1973-1995 1981-1995 1989-1995 max loss ( year ) μ Statutory Underwriting Loss μ Deposit ...
Contenido
Outliers Influence Functions and Robust Portfolio Optimization | 1 |
tacting BlackScholes to a NonBlackSchcies Environment 137 | 4 |
A Theory of Price Formation in A Market with Short Sale Prohibition | 15 |
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Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Términos y frases comunes
agents analysis ASPID Banco Bank of Tokyo-Mitsubishi behavior Black-Scholes cash flow mapping catastrophe losses CatLoss cointegration computational correlation covariance matrix data mining data set database deposit closings derivative distribution dynamics Easley and O'Hara efficient frontier error estimate evaluation expected FDIC Figure financial ratios FINANZIA fuzzy set Genetic genetic algorithm given growth rates h₁ implied variance independent component analysis Influence function informed traders instruments with means insured deposit Journal learning linear market maker Markov models method minimum variance portfolio multinomial Neural Networks neutral mapping option pricing overall parameter predict pricing algorithms probability problem rate of convergence ratio reinsurance risk neutral risk-neutral rules selection sell short sale short sale prohibition simulation specification standard deviations statistical stochastic stock price stock returns t₁ tangency portfolio techniques theta trading volume uncertainty underwriting uninformed V₁ V₂ variables vector volatility weighted