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Enhanced Liability-Driven Investing (LDI): Looking Beyond Annuities and Public Bonds to De-risk the Plan
Assumptions for Hypothetical Wind-Up and Solvency Valuation Guidance Notes. As can be seen in Figure 2 above ... premium into a rate that can be used to support a valuation of retiree liabilities on a solvency basis. This ...- Authors: Maxime Carrier, Claude Lockhead, Martin Dionne
- Date: Apr 2024
- Competency: Results-Oriented Solutions
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management
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A Risk Management Tool for Long Liabilities: The Static Control Model
hedge rolls forward in time. Table 1 below walks through the steps. TABLE 1 Monopole Static Hedge ... ′′+=′ 30)1( ZKf ′+ 3030 )( ZKff ′−′ The table assumes that at time t = 0 assets and liabilities ...- Authors: Application Administrator
- Date: Apr 2009
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
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Risk Management in a Rising Interest Rate Environment
policy holders. Moreover, some products like individual annuities showed positive correlation between ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Yiru (Eve) Sun, Chun Zheng
- Date: Jun 2023
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Investment Year Method: A Method to align renewal credited rates with investment strategy
administrative system to credit interest to individual policies. The IYM for crediting strategy attempts ... are charged based on the account value in an individual policy. Max J. Rudolph, FSA CFA CERA MAAA is ...- Authors: Max Rudolph
- Date: Apr 2020
- Competency: Results-Oriented Solutions
- Publication Name: Risks & Rewards
- Topics: Annuities; Annuities>Investment strategy - Annuities; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Annuities>Deferred annuities