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Asset/Liability Management
insurance companies, and I work with the life and annuity clients. My main job is to help those clients who ... about things like actually putting hedges on your annuity line of business. Is there any internal hedging ...- Authors: Mark Davis, Frederick W Jackson
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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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 - - ...- 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
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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 ...- 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
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Standing Room Only! Complexity Grows at Annual Meeting
Standing Room Only! Complexity Grows at Annual Meeting Discusses the three complexity science ... ity science (at the Annual Meeting 2010, Life & Annuity Symposium 2011 and Health Meeting 2011, plus some ...- Authors: David Snell
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Economics>Behavioral economics; Finance & Investments>Asset liability management; Modeling & Statistical Methods