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Modeling Investments for Pricing Purposes
session at the SOA 1990 San Francisco Spring Meeting is about modeling investments including the relationship ... modeling techniques, scenario creation, and modeling of collaterized mortgage obligations [CMO]. Asset liability ...- Authors: Application Administrator, Paul A Hekman, Robert LaLonde, Dennis A Blume
- Date: Jun 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Asset/Liability Management
[2] asset/liability management [ALM] including the C-1 and C-3 Risks, [3] current ALM practices among ... in this area. From the 1987 Record of Society of Actuaries, Vol. 13, No. 4B. Risk modeling; 16043 10/1/1987 ...- Authors: Frank J Alpert, Joseph J Buff, Bruce Jones, Michael R Tuohy, Dennis A Blume
- Date: Oct 1987
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management