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A linear approach to loan and valuation problems

Published online by Cambridge University Press:  20 April 2012

A. Brace
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Abstract

An approach to loan and valuation problems through linear algebra is used to cast commonly applied rules into a general form suitable for routine use under complex conditions. An illustrative example is included.

Type
Research Article
Information
Journal of the Institute of Actuaries , Volume 114 , Issue 2 , September 1987 , pp. 393 - 402
Copyright
Copyright © Institute and Faculty of Actuaries 1987

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