Announcement: SOA congratulates the new ASAs and CERAs for May 2024.

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  • 4A: Maintaining A Pension Plan Long-Term: Hedging the Risks
    Capital efficient LDI • Focus on return & alpha • Dynamic management Increase hedge assets • Further increase ... coarse matching at longer maturities  May not be dynamic enough to hedge the Aa spread component  May not ...

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    • Authors: Alexander Pekker, Christian Robert
    • Date: Nov 2019
    • Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Economics; Economics>Financial economics; Finance & Investments; Finance & Investments>Investments