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  • Assets/Liability Modeling And Matching For Pension Plans
    deviations for these asset categories. The second table is our assumed correlation among the asset categories ... fundamental reevaluation of stocks and bonds of the 50's and 60's worked itself out. It remains true today that ...

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    • Authors: Melissa J Hintz, Ronald A Karp, Martin L Leibowitz, Michael J Senoski, Andrew F Shewan
    • Date: May 1984
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Pensions & Retirement>Pension investments & asset liability management
  • Immunization And Dedicated Portfolios For Pension Funds
    purchase. This procedure also takes care of the mortality risk, which immunization does not. Many insurers ... simply guarantee a series of payouts without mortality guarantees. IMMUNIZED AND DEDICATED PORTFOLIOS ...

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    • Authors: Rowland Davis, William A Farquhar, Andrew F Shewan, T Thomas Simester
    • Date: Oct 1982
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Pensions & Retirement