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Papers & Presentations
James G. Bridgeman
Regime Switching
Interest Rate Models UConn Math Department, Actuarial Science Seminar, Storrs, January 29, 2008 Moments of a
Regime-Switching Stochastic Interest Rate Model with Randomized Regimes Actuarial Research Conference, added (some corrections and extensions at July 1, 2008) ARC2007 (December 21, 2007 version submitted to Actuarial Research Clearing House (ARCH)2008.1) Integration of a
Regime Switching Model for Interest Rates with Randomized Regime Parameters UConn Math Department, Analysis and Probability Seminar, Random Switching Times Among Randomly Parameterized Regimes Of Random Interest Rate Scenarios Actuarial Research Conference, ARC2006(rev) (with November 3, 2006 revisions) ARC2006 (October 31, 2006 version submitted to Actuarial Research Clearing House (ARCH)2007.1) (PDF) Random Switching
Times To Randomly Selected Regimes Of Random Interest Rate Processes some illustrations UConn Math Department, Analysis and Probability Seminar, (EXCEL) Evolution of a Practitioner’s Regime Switching
Stochastic Interest Rate Model
Society of Actuaries Valuation Actuary Symposium, (PDF) (POWERPOINT) How Can You Make
Money At Life Insurance? How Would
You Know?
A presentation for the headquarters staff of Aetna International Inc., circa 1999 Value Creation In
Traditional Life Insurance Sales
From the Proceedings of the International Conference On
Insurance: The Momentous Millenium sponsored by the Conference of Indian
Industry, Stationary
Immunization Theory
Presented at the 26th International Congress of
Actuaries, (PDF) |
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