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  • The Matching of Assets and Liabilities
    The ... years rather than to the end of the mor- tality table, and then "maturing" the remaining policies for ... ~F,- - ~- : ,~] [.,_, + , , ( , - x , , ) ] (s ) / t~ in t~ l~out k -2 k -1 k - l -1 - - ...

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    • 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