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Insurance Liability Duration in a Low-Interest-Rate Environment
example of a deferred annuity and using OAA, we will show that the duration of the annuity with a minimum crediting ... crediting rate can be longer than that of a similar annuity with- out the minimum. We will show that it is ...- Authors: Paul Heffernan
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management
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The Objective Function of Asset/Liability Management
there is only one military superpower left (the U.S.). C Capitalism is the undisputed best economic ... ” Weston). OAVDE Analysis Let the company be a U.S. stock life insurance company. If the discussion ...- Authors: David N Becker
- Date: Mar 1998
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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The Growing Demand for More Robust Economic Scenario Generators
on events of mortality, morbidity (in health or disability) or policy surrender or annuity payout. Because ... deriva- tives, or to model hedging of a variable annuity. Often, these variables and their inter-relationships ...- Authors: Ken Griffin, Hal Warren Pedersen
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management
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Earnings Focused Asset-Liability Management
rates in the present value calculation. See Girard (2000). 4) This can be seen in a simple spreadsheet by ... Annual AFIR Colloquium 1: 249-78. Girard, Luke N. 2000. Market Value of Insurance Liabilities: Reconciling ...- Authors: Barry Freedman
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods