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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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Selecting an Investment Strategy
well, because the casualty policyholder doesn't care about the value of the bonds. He wants the dent ... book-value basis as far as reserving, so that would take care of one of the problems that you identified in terms ...- Authors: Frank J Alpert, Robert LaLonde, Steven W Guyer
- Date: May 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments