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  • Return on Investment in a Rate-Regulated Environment
    assets be valued at market or should a statutory valuation be used? Furthermore, assets cannot be segmented ... answer to which is in a paper by Sam Turner on the Valuation of Life Companies (TSA 1978). In Turner's paper ...

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    • Authors: Ardian Gill, Claus S Metzner, George D Morison, Michael Johnson, Irving H Plotkin
    • Date: May 1981
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Life Insurance; Public Policy
  • Stochastic Immunization
    curve, what we need is a technique to start the valuation process, and I want to describe the most common ... statistics associated with this simple portfolio. Table 1 shows the asset liability management balance sheet ...

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    • Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
    • Date: Jun 2000
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Stochastic models