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  • Report on the Cash Flow Testing Software Web Survey
    responses of 110 life insurance companies in the U.S. and Canada. The goal of the survey was to produce ... Adequacy Analysis for the Actuarial Opinion for U.S. companies, and the ALM Provision for Adverse Deviations ...

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    • Authors: Bruce Jones, Ying Zhang, PINGGUO LU
    • Date: Mar 2005
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
  • 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
  • A Multivariate Approach to Immunization Theory
    immunization properties of that model. In particular, resul~s are developed regarding directional immunization ... context of the immunization of a firm's or portfoli9'S net worth. That is, in pursuit of conditions under ...

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    • Authors: Robert Reitano
    • Date: Aug 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods