11
-
15
of
15
results (0.45 seconds)
Sort By:
-
Immunizing Stochastic Cash Flows
Immunizing Stochastic Cash Flows This paper reviews Redington's theory of immunization and sketches how it may be extended to the general case of stochastic flows by means of modern ...- Authors: Elias Shiu
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management
-
The Changing Landscape of the U.S. Corporate Bond Market
The Changing Landscape of the U.S. Corporate Bond Market U.S. bond markets have undergone dramatic changes due to the 2008 Global Financial Crisis (GFC) and the COVID-19 pandemic. In taking a ...- Authors: Dennis Woessner
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
-
Standing Room Only! Complexity Grows at Annual Meeting
Standing Room Only! Complexity Grows at Annual Meeting Discusses the three complexity science sessions at the Annual Meeting that were sponsored by the Section. Analytics and informatics; ...- Authors: David Snell
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Economics>Behavioral economics; Finance & Investments>Asset liability management; Modeling & Statistical Methods
-
2019 Investment Symposium— Session 3A: Real Returns and Risk Premia: What Are the Issues?
2019 Investment Symposium— Session 3A: Real Returns and Risk Premia: What Are the Issues? How to set asset assumption, at the cycle or through the cycle and other considerations 4/6/2020 12:00:00 ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: Technical Skills & Analytical Problem Solving
- 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
-
The Origins of Immunisation
The Origins of Immunisation Frank Redington, the author of the article, reminiscenses of the origin of immunisation beginning in 1951. Asset liability management=ALM;Discount rates=Interest ...- Authors: Frank M Redington
- Date: Jan 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Asset liability management