Description: In this paper, a general multivariate duration analysis is introduced that does not depend on a mathematical formulation of the way in which a yield curve moves. A discussion of the paper follows. From Transactions of Society of Actuaries 1991, Vol. 43.

Description: This study aimed to study primarily the impact of market performance on a pension plan’s ability to meet its obligations.

Description: This paper discusses extending the general nonparallel shift approach to duration analysis developed previously and explores the immunization model within the multivariate context. A discussion of the paper follows. From Transactions of Society of Actuaries 1991, Vol. 43.

Description: This paper applies the duality theory of linear programming to provide insights for generalizing and solving the cash-flow matching problem.

Description: This case study is intended to educate insurance professionals on historical insurer impairments and insolvencies and possible future prevention indicators.

Description: Excerpts from Yee's presentation on the S-Curve reserve for Universal life. The S-Curve represents a distribution of amount of assets needed under 550 scenarios which, together with future premiums, will fund all future policy benefits and expenses. The reserve is a specific point on the Curve.

Description: The author previously wrote about extending the general nonparallel shlft approach to duration analysis. This paper explores the immunization properties of that model. In addition, applications to asset-liability management are explored. From Actuarial Research Clearing House 1990 VOL. 2.

Description: This case study is intended to educate insurance professionals on historical insurer impairments and insolvencies and possible future prevention indicators.

Description: Survey of appointed actuaries about asset adequacy testing techniques currently being used in 2012.