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Practitioners' Forum
Practitioners' Forum Presented at 1995 Valuation Actuary Symposium. Discusses the evolving nature of the work of the valuation actuary, including asset liability management, cash flow ...- Authors: David N Becker, Charles D Friedstat, Michael E Mateja, Stephen A J Sedlak
- Date: Sep 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting
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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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S-Curve Reserve For Universal Life
S-Curve Reserve For Universal Life 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 ...- Authors: Lone-Young Yee
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Value at risk - Finance & Investments; Life Insurance>Reserves - Life Insurance
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The Matching of Assets and Liabilities
The Matching of Assets and Liabilities This paper investigates how the concepts of asset-liability matching can be used to shape investment strategy. From Transactions of Society of Actuaries ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods
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LIFE INSURANCE COMPANY INVESTMENTS
LIFE INSURANCE COMPANY INVESTMENTS This guide lists literature sources that an actuary can use to gain knowledge on investments and asset/liability management. It can be viewed as a preliminary ...- Authors: Society of Actuaries
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments
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Regime-Switching Portfolio Replication
Regime-Switching Portfolio Replication Regime switching models have become a popular tool in econometric time series modeling since their introduction in Hamilton [1989].These models have been ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Back Testing of Investment Performance by Asset Class
Back Testing of Investment Performance by Asset Class This study aimed to study primarily the impact of market performance on a pension plan’s ability to meet its obligations. Pension plan ...- Authors: Maneesh K Sharma, Thomas Totten, John F Cierzniak
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Investments
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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
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Rating Agencies and Asset/Liability Matching
Rating Agencies and Asset/Liability Matching This session at the SOA 1990 Annual Meeting discusses how rating agencies view asset/liability matching at insurance companies and how it affects the ...- Authors: Peter Bondy, Bruce F Vane, Larry A Brossman, William J Cavanagh
- Date: Oct 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management
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Investment Strategy for Life Insurance Products
Investment Strategy for Life Insurance Products Panelists discuss: [1] a way to study interest-rate risk using stochastic methods, [2] a conceptual framework needed to evaluate the suitability ...- Authors: Joseph J Buff, Sheldon Epstein, Mark Griffin, Eric S Werner
- Date: May 1988
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments