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Implementing Asset/Liability Management—A User’s Guide to ALM, LDI and Other Three-Letter Words
Implementing Asset/Liability Management—A User’s Guide to ALM, LDI and Other Three-Letter Words As we meet ... liability management=ALM;Investment strategy;Pension valuation; 11040 2/1/2008 12:00:00 AM ...- Authors: Anton Wouters
- Date: Feb 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Pensions & Retirement>Pension investments & asset liability management
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Risks & Rewards, August 2019, Issue 74
the mathematics of stochastic processes to the valuation of stock options. His work implied that one might ... been widely adopted by actuaries and others for valuation of all sorts of out-of- the money options and ...- Authors: Society of Actuaries
- Date: Sep 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments
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Highlights on SOA Report “Reinvestment Strategies for Life Insurance Products in a Changing Economic Environment”
financial and demographic assumption at the valuation date. The model takes into account the interaction ... interest rates not remaining low far into the future. Table 1 shows the parameters of the Financial Scenario ...- Date: Mar 2019
- Publication Name: Risks & Rewards
- Topics: Finance & Investments
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LIBOR Might Cease in 2021, are Insurers Ready?
billion in outstanding cash issuances. (See Table 1) Table 1 Overview of Replacement Rates in UK, US ... appear to be the preference for cash products. (See Table 2, pg 16) 16 | AUGUST 2019 RISKS & REWARDS ...- Authors: Chad R Runchey, Xavier A. Madrid
- Date: Sep 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments
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A Golden Opportunity for Investment Portfolios
Index in those periods. (See Table 1) As shown in the chart and table, the price of gold can often ... move in very different ways from stocks. Also, the table shows gold can have medium-term periods of very ...- Authors: Steven Scoles
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments
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Quarterly Focus - Customizing LDI
horizon—drive the customization of an LDI solution for individual plan sponsors. To best illustrate a customized ... the key data points in Table 1, we observe the following about the individual S&P 500 sectors with respect ...- Authors: Aaron Meder
- Date: Aug 2008
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Pensions & Retirement>Funding
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Optimism Bias and Market Recoveries
other biases all influence every decision an individual makes. Among the many biases that humans experience ... optimism bias to occur. In Darwinian terms, an individual always needs to be planning or expecting to reproduce ...- Authors: John Burkhardt
- Date: Feb 2022
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Economics; Economics>Behavioral economics; Finance & Investments
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Risks & Rewards, February 2020, Issue 75
with a lowering of the cost of liquidity. (See Table 1) The neutral rate is, by nature, unobservable ... growth of the U.S. economy (still estimated around Table 1 Average Real Interest Rates and Inflation by Century ...- Authors: Society of Actuaries
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments
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Risks & Rewards, September 2020, Issue 78
Therefore, it is possible to create portfolios of individual stocks and bonds designed to maximize the rebalancing ... resulting µ is a proportional combination of the individual µ’s. However, the resulting σ2 is reduced more ...- Authors: Society of Actuaries
- Date: Sep 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments
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Deep Learning for Liability-Driven Investment
across all scenarios rather than within each individual scenario. This means that RL is not trying to ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...
- Authors: Kailan Shang
- Date: Feb 2022
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Predictive Analytics