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Search: subject:"Smith-Wilson method"
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Smith-Wilson method
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ASTIN bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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Yield curve extrapolation with machine learning
Akiyama, Shinobu
;
Matsuyama, Naoki
- In:
ASTIN bulletin : the journal of the International …
55
(
2025
)
1
,
pp. 76-96
liabilities required by Solvency II and forthcoming similar regulations. Since the regulatory method, the
Smith-Wilson
method
, is …
Persistent link: https://www.econbiz.de/10015450022
Saved in:
2
Construct Smith-Wilson risk-free interest rate curves with endogenous and positive ultimate forward rates
Zhao, Chaoyi
;
Jia, Zijian
;
Wu, Lan
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 156-175
Persistent link: https://www.econbiz.de/10015049388
Saved in:
3
Stripping the Swiss discount curve
Camenzind, Nicolas
;
Filipović, Damir
-
2023
Persistent link: https://www.econbiz.de/10014483026
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