CIR_Pricing_Projections(monthly).txt

[1] "Cox-Ingersoll-Ross Project"
Discrete Drift Term (Da)[1] 0.9903684
Discrete Volatility (Dsigma)[1] 0.2267306
Continuous Drift (a)[1] 0.009678254
Continuous Volatility (sigma)[1] 0.2278287
Long-Run Average (b)[1] 5.468076
RSS[1] 18.91769
Number of Entries (N)[1] 369
[1] "Guaranteed Rate (Current - Annual)"
[1] 10.22
[1] "Single Premium (in dollars)"
[1] 1e+05
[1] "Level Monthly Payments"
[1] 1060.601
Length of Projection (ncap)(Months)[1] 180
Profit for Insurance Company[1] -43156.36
[1] -60132.1
[1] -35243.71
[1] 233061.7
[1] -38172.85
[1] 34668.12
[1] -12369.02
[1] -53241.43
[1] 61833.47
[1] -49603.05
[1] 43341.52
[1] -42485.29
[1] -22153.39
[1] -8329.556
[1] -62146.67
[1] 50378.42
[1] -65166.01
[1] -12401.53
[1] -42532.13
[1] 171666
[1] 34316.77
[1] -75715.62
[1] 34199.3
[1] -64044.49
[1] 8042.49
[1] -64429.09
[1] -32865.94
[1] 6878.705
[1] -44667.6
[1] -43898.62
[1] 54146.26
[1] -7627.009
[1] 14023.03
[1] -33548.92
[1] -27794.47
[1] -45814.95
[1] -52433.96
[1] -23984.03
[1] 39348.21
[1] 2310.552
[1] -62600.5
[1] 31887.95
[1] -61807.2
[1] -40593.43
[1] -27234.17
[1] -68608.17
[1] -67651.48
[1] -46534.59
[1] -33107.4
[1] 50619.16
Average Profit[1] -12027.46