1
-
2
of
2
results (0.53 seconds)
Sort By:
-
Market Value Measures: Duration Analysis and Economic Surplus
Market Value Measures: ... say, "Well, we have a single premium deferred annuity (SPDA) block that's very interest sensitive, ... Level Interest Rates (Scenario 1) U~ O I N m * D :S 180 140 100 60 20 -20 -60 ...- Authors: David N Becker, Cindy L Forbes, Frederick W Jackson, Douglas A George
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
-
Interest Rate Model Risk
Chart 1 shows a typical single premium.deferred annuity (SPDA) block and supporting asset portfolio, and ... years, and I work with some big annuity writers. In 1993, my annuity writers didn't have much problem ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods