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Developing Optimized Investment Strategies for Life Insurance Companies
these concepts and tools be applied to life and annuity liabilities? MR. GREGORY J. ROEMELT: I'm a consultant ... more sense. So, let's get into the first example. Table 1 shows step 1, which is selection of interest rate ...- Authors: Michael Peskin, Stephen Reddy, Gregory J Roemelt
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Finance & Investments>Portfolio management - Finance & Investments