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  • 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