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Analyzing The Assets For Asset/Liability Management Purposes
Analyzing The Assets For Asset/Liability Management Purposes This session discussion is about ... 5-year callable bonds. Then there is the famous dynamic strategy, similar to what I described here. You ...- Authors: Joseph J Buff, Sheldon Epstein, Gregory D Jacobs
- Date: May 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management
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Methods For Determining And Adjusting Contingency Benchmark Surplus
value. From 1985-1987 the factors were made more dynamic by adjusting for differing degrees of asset/liability ... experience develops. Making the target formula dynamic by periodically measuring risk levels with stochastic ...- Authors: Joseph J Buff, David L Creswell, Gregory D Jacobs, Gerald A Lockwood, Michael L Zurcher, Eric A Broedel
- Date: May 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Investment Strategy for Life Insurance Products
cash flow scenario projections is to model the dynamic relation- ships between asset and liability cash ... Missouri). Our investment process is an extremely dynamic one. The amount of money under management at Capital ...- Authors: Joseph J Buff, Sheldon Epstein, Mark Griffin, Eric S Werner
- Date: May 1988
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Asset/Liability Management
competitor rates, and the lapse rates are all dynamic. They interact with each other period by period ... cash flow assets and liabilities depend on this dynamic interaction of these profit and loss variables ...- Authors: Frank J Alpert, Joseph J Buff, Bruce Jones, Michael R Tuohy, Dennis A Blume
- Date: Oct 1987
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management
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Research of the Committee on Valuation and Related Areas
Research of the Committee on Valuation and Related Areas Committee members discuss the objectives ... comfortable with. But as I mentioned before, it's a dynamic and evolutionary situation. I'm not saying that ...- Authors: Joseph J Buff, Peter B Deakins, Michael E Mateja, Daniel J McCarthy, Robert Stein, Irwin T Vanderhoof
- Date: Oct 1987
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Methods of Analyzing Cash Flows to Test for Reserve Adequacy
Methods of Analyzing Cash Flows to Test for Reserve Adequacy This paper was published as chapter ... annuit ies under the Dynamic Valuat ion Law. New York's vers ion of the Dynamic Valuat ion Law II-13 ...- Authors: Joseph J Buff, James A Geyer, Richard M Wenner
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
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Making Valuations Using Cash Flow Analysis
Making ... good and suf f i c ient reserves is t ru ly a dynamic one, and we undoubtedly sti l l have much ... l iabi l i t ies. Durat ion match ing is a dynamic s t ra tegy , espec ia l ly if in teres t ...- Authors: Joseph J Buff, Michael E Mateja, Michael R Tuohy
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
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Corporate Modeling And Forecasting - Practical Aspects Of The Valuation Actuary Recommendations
Corporate Modeling And Forecasting - Practical Aspects Of The Valuation Actuary Recommendations ... adequacy opinion requirements. Cash flow testing;Dynamic simulation models;Life reserves;Market value of ...- Authors: Michael C Batte, Joseph J Buff, Dennis Carr, Russell B Tucker, Stanley B Tulin
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Forecasting