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Questions tagged [actuarial-science]

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-1
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1answer
49 views

Find a relationship between the present value and future value of an annuity [closed]

The following is a previous examination question in Financial Mathematics: If $A, r, n, PV$ and $FV$ represents the ordinary annuity (annuity immediate) amount, rate of interest, number of years, ...
3
votes
1answer
166 views

Projecting a Thiele differential equation with Black Scholes returns

I am trying to solve the equation $\frac{d}{dt}V(t)=r(t)V(t)+\pi-\mu(x+t)(b_d-V(t))$ numerically using the R function 'ode'. This is a Thiele differential equation for a life insurance reserve with ...
6
votes
0answers
271 views

What are the essential characteristics of asset prices?

I think the question has already been asked about stylized facts of asset returns; this question regards the essential characteristics and normative assumptions used to evaluate asset prices. I.e., ...