It is considered the probability properties of the yield interest rates that are generated of Nelson – Siegel (NS) model and the Nelson – Siegel – Svensson (NSS) model. Description of yield models Nelson – Nelson and Siegel – Siegel – Svensson presented as a description of the...

The successful investment policy is an integral part of successful activity of the insurance company. The return to the shareholders of the insurance company usually thought of as comprising the underwriting result and investment income. The investment income is very important even for an...