November 2000 Society of Actuaries COURSE 5 MORNING SESSION APPLICATION OF BASIC ACTUARIAL PRINCIPLES SECTION AâWRITTEN ANSWER COURSE 5: November 2000 - 2 - GO TO NEXT PAGE…
Slide 1 HDD and CDD Option Pricing with Market Price of Weather Risk for Taiwan Hung-Hsi Huang Yung-Ming Shiu Pei-Syun Lin The Journal of Futures Markets Vol. 28, No. 8,…
Longevity Bonds or Securitizing Longevity Dr. Rodolfo Wehrhahn, ACLI Copyright American Council of Life Insurers 2005 Contents Should I care about longevity risk? How does…
HDD and CDD Option Pricing with Market Price of Weather Risk for Taiwan Hung-Hsi Huang Yung-Ming Shiu Pei-Syun Lin The Journal of Futures Markets Vol. 28, No. 8, 790–814…