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Analyzing The Assets For Asset/Liability Management In Pension Plans
characteristic of the structural model corrects one of the primary criticisms of traditional models. Graph 3 illustrates ... duration and the duration of the assets. The other primary business that we are in is developing equity portfolios ...- Authors: Chester R Schneider, Matthew Sloan, Robert L Holz, Joan M Lee
- Date: Apr 1989
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Weathering the Financial Market Storm on Pension Plans
Public Employees Retirement System--have taken a direct interest in issues of corporate governance and ... STORM ON PENSION PLANS actuaries have much more direct concern with defined-benefit programs than they ...- Authors: Martin Levenson
- Date: Jun 1994
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Investment Strategy and Pension Surplus Management
Investment Strategy and Pension Surplus Management This presentation starts with a panelist ... As Mike said, I've been in this for longer than I care to remember. If we review the last 15 years of economic ...- Authors: Arnold Mark De Monte, Michael Peskin
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Pension Plan Investment Strategy - Role Of The Actuary/ Role Of The Investment Manager
Pension Plan Investment Strategy - Role Of The Actuary/ Role Of The Investment Manager This session ... corresponding overvaluation of these bonds is a direct response to the PCO position, and achieves the ...- Authors: D Don Ezra, Duncan A McCallum, Robert P Mills, Barry A Morrison
- Date: Oct 1984
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Derivatives for Pension Funds
Derivatives for Pension Funds A survey of available derivatives and a description of how they can ... the Nikkei, payable in U.S. dollars. They take care of the hedging. Obviously, you pay for that, but ...- Authors: William H Alexander, Johnnie K Yung, R Spencer Kelly, G Douglas Carr
- Date: Jun 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Downturn Consulting and Asset/Liability Management for Pensions
Downturn Consulting and Asset/Liability Management for Pensions This session explores the potential ... Do the people in the pension department really care about earnings per share? Is that their job? They ...- Authors: Eric Boyd Feinstein, Christopher R Barr
- Date: Jun 2002
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Portfolio management - ERM; Pensions & Retirement>Pension investments & asset liability management
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Setting Investment Policy For Pension Plans
Setting Investment Policy For Pension Plans This presentation discusses investment policy ... forecast and the actual number after five years care in at 0.3% over the forecast. Four years ago, following ...- Authors: Martin L Leibowitz, Michael Maxwell, William B Solomon, Ross N Steeves, Robert A Swan
- Date: May 1984
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management