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An Excess Spread Approach to Nonparticipating Insurance Products
investment contracts, and pension plan termination annuity contracts. Actuaries have sought to measure the ... savings account for the eventual purchase of an annuity. The SPDA purchaser makes a single- premium payment ...- Authors: Mark Griffin
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management
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Cash-Flow Matching and Linear Programming Duality
equality r=s is equivalent to the pair of simultaneous inequalities: r<_s and - r< -s . Each real ... (See also Section II of [20].) Since the vector u= [(1 +il) -1, (1 +i2) -2 . . . . ]r satisfies the ...- Authors: Elias Shiu, Rama Kocherlakota, E S Rosenbloom
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management