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Cash-Flow Testing for Product Actuaries
assumption of mortality and morbidity risk is the primary source of prof,. But many other insurance products ... deferred annuities, have interest rate spread as the primary, or at least a very critical, source of profitability ...- Authors: David N Becker, Application Administrator, Donna Claire, Martin Klein, Anne Katcher
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Finance & Investments>Investment strategy - Finance & Investments; Public Policy
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Selecting an Investment Strategy
call the ICH Capital Management Group, has two primary responsibilities to our parent, ICH Corporation: ... spreads. While we view stochastic analysis as a primary tool, measures such as duration and option- adjusted ...- Authors: Martin Klein, Robert LaLonde, Andrew M Jarmel
- Date: Apr 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Pricing And Investment Philosophy For Interest-Sensitive Products
Pricing And Investment Philosophy For Interest-Sensitive Products Presented at May 1986 Spring ... don't care whether they're long or short. I may have a view on the market and I don't really care whether ...- Authors: Martin Klein, Arthur L Rebell, Michael Reilly, Martin Ruby, Dale B Wolf
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Investment strategy - Finance & Investments; Life Insurance>Pricing - Life Insurance