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An Optimal Model for Asset Liability Management
Asset Liability Management This paper addresses the stochastic modeling for managing asset liability ... evaluating of the liabilities of the insurance company in general. We then formulate the ALM process ...- Authors: Lijia Guo
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
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An Investment Actuary's Approach to ALM
that paper the concept of benchmark weights for measuring the sensitivity of the present value of a set of ... of cash flows to changes in interest rates. However, a completely different approach to calculating benchmark ...- Authors: Application Administrator
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments