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Introduction to Asset-Liability Matching
Introduction to Asset-Liability Matching Using a case study, this session discussed the asset-liability matching process, uses of the process, and the strengths and weaknesses. Financial ...- Authors: David C LeSueur, Michael Sze
- Date: Jun 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management
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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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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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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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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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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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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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Concurrent Session 1A: NAIC Capital Framework: AG43 and C3 Phase 2 Developments
Concurrent Session 1A: NAIC Capital Framework: AG43 and C3 Phase 2 Developments This session will provide an overview of recent developments from the perspective of an insurance company and an ...- Authors: Society of Actuaries, Alfred Au, Jeffrey Klanderman, Peter H Sun
- Date: Mar 2018
- Competency: Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Session 1: Opening General Session
Session 1: Opening General Session What is the impact of aging populations on economic growth and interest rates?” “Are low interest rates and inflation a short-term phenomenon?” “How will ...- Authors: Society of Actuaries, Richard Hokenson
- Date: Mar 2018
- Competency: Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments