发信人: marychung (KK), 信区: Actuary
标 题: 保险里stochastic modeling 怎么应用，特别是计算variable ann
发信站: BBS 未名空间站 (Wed Apr 1 09:15:01 2009)

保险里stochastic modeling 怎么应用，特别是计算variable annuity cost. 用simulation?


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※ 修改:·marychung 於 Apr 1 09:28:21 2009 修改本文·[FROM: 72.37.]

发信人: Joyceyang (Lazy always), 信区: Actuary
标 题: Re: 保险里stochastic modeling 怎么应用，特别是计算variable ann
发信站: BBS 未名空间站 (Mon Apr 6 00:51:17 2009)

Stochastic modeling is generally used to model interest rate in variable
annuity. Since the it is hard to define a signle interest rate

Stochastic modeling can use real world or risk- neutual scnerios to model
interest risk.
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※ 来源:·WWW 未名空间站 海外: mitbbs.com 中国: mitbbs.cn·[FROM: 67.85.]

发信人: oldvoice (oldvoice), 信区: Actuary
标 题: Re: 保险里stochastic modeling 怎么应用，特别是计算variable
发信站: BBS 未名空间站 (Sun Apr 12 00:59:44 2009)

not only interest rate, but also equity returns.

【 在 Joyceyang (Lazy always) 的大作中提到: 】
: Stochastic modeling is generally used to model interest rate in variable
: annuity. Since the it is hard to define a signle interest rate
: Stochastic modeling can use real world or risk- neutual scnerios to model
: interest risk.



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※ 来源:·WWW 未名空间站 海外: mitbbs.com 中国: mitbbs.cn·[FROM: 71.126.]