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- W2184828669 abstract "Models of possible future paths for interest rates are a key element of actuarial and other financial studies. This paper discusses such models, or interest rate generators, which vary by intended purpose. The primary focus is on fairly elementary generators for studying C-3 risk, with major emphasis on parametric, mean reversionary generators. A comparison of the models available in the literature and two original models is included. All models were adjusted to meet selected reasonableness conditions. A guide to the generators is presented to permit comparisons. Statistical tests show that each generator is unique." @default.
- W2184828669 created "2016-06-24" @default.
- W2184828669 date "1994-04-01" @default.
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- W2184828669 title "A practical guide to interest rate generators for C-3 risk analysis." @default.
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- W2184828669 doi "https://doi.org/10.1016/0167-6687(94)90449-9" @default.
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