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Investment Year Method: A Method to align renewal credited rates with investment strategy
Investment Year Method: A Method to align renewal credited rates with investment strategy Summary of research project designed to document method to credit interest rates to account value based ...- Authors: Max Rudolph
- Date: Apr 2020
- Competency: Results-Oriented Solutions
- Publication Name: Risks & Rewards
- Topics: Annuities; Annuities>Investment strategy - Annuities; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Annuities>Deferred annuities
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Liquidité, capital et GAP : Comment les assureurs peuvent inclure un pointage de liquidité et des scénarios de crise de liquidité dans leur protocole de gestion de l’actif-passif (GAP)
Liquidité, capital et GAP : Comment les assureurs peuvent inclure un pointage de liquidité et des scénarios de crise de liquidité dans leur protocole de gestion de l’actif-passif ...- Authors: Joshua Dobiac, David Wang
- Date: Dec 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management
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Immunization With Almost No Mathematics
Immunization With Almost No Mathematics The author describes immunization with a simple illustration requiring only high school algebra rather than the ordinary and stochastic calculus that has ...- Authors: Irwin T Vanderhoof
- Date: Apr 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Asset liability management
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Methods of Analyzing Cash Flows to Test for Reserve Adequacy
Methods of Analyzing Cash Flows to Test for Reserve Adequacy This paper was published as chapter II of the 1987 Valuation Actuary Handbook. The authors discuss basic tools for analyzing cash ...- Authors: Joseph J Buff, James A Geyer, Richard M Wenner
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
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Portfolio Yield? Sure But ...
Portfolio Yield? Sure But ... The author discusses how the use of a weighted average dollar duration book yield, WADD, rather than the more traditional book yield determined by book value or ...- Authors: Thomas Grondin
- Date: Mar 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments
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Stratégies de gestion de l’actif et du passif : gestion du risque de convexité en contexte de hausse des taux d’intérêt
Stratégies de gestion de l’actif et du passif : gestion du risque de convexité en contexte de hausse des taux d’intérêt In this article, we summarize inflationary factors that ...- Authors: Robert E Winawer, Seong Weon Park
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management
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Why are Corporate Pension Plans Reducing Risk Now?
Why are Corporate Pension Plans Reducing Risk Now? This articles explains why many corporations are making massive reductions in risk related to their pension plans despite the fact that this ...- Authors: R Inglis
- Date: Mar 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments
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Fixed Income Investment Strategies in Anticipation of QE Tapering
Fixed Income Investment Strategies in Anticipation of QE Tapering The impact of Fed’s QE program on the financial markets has been enormous and profound. The tapering and the eventual removal of ...- Authors: Larry Zhao
- Date: Feb 2014
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Duration Matching: Does It Take Us Where We Want To Go?
Duration Matching: Does It Take Us Where We Want To Go? This article explains how duration matching as an asset/liability management tool is insufficient and can lead to a suboptimal asset mix.- Authors: Yuan Chang
- Date: Nov 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Asset liability management
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Risk Management in a Rising Interest Rate Environment
Risk Management in a Rising Interest Rate Environment The Federal funds rate increased by 4.25% in 2022 with further increases in 2023, which have already resulted in a liquidity crisis for a few ...- Authors: Yiru (Eve) Sun, Chun Zheng
- Date: Jun 2023
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments