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Liability Durations for Premium Paying Products
years of projected benefits and ex- penses. The table below the graph shows the present value of those ... results in a target duration of 18.1. The following table summarizes the results from the various approaches: ...- Authors: James Ward
- Date: Sep 2015
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Small Talk
- Topics: Finance & Investments>Asset liability management