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Realized Return Optimization. A New Approach to Liability Funding
President and Manager of the Insurance Strategies Group at Drexel Burnham Lambert.) 173 The following ... Liabilities" Society of Actuaries Investment Section Report. September 1989. 174 DREXEL BURNHAM LAMBERT ...- Authors: Prakash A Shimpi
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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Immunization Theory: A Simplified Example
(expenses+ claims- premiums). In an individual life insu~- ance operation, FO(t) would be increased ... examples are closely related to those in the report of the Society of Actuaries Committee on Valuation ...- Authors: James C Hickman, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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A Multivariate Approach to Duration Analysis
involving the force of interest, Ot', the force of mortality. The various approximation formulas are also ... [16J Redington, F.M. "Review of the PrinCiple of Life Office Valuations," ,rQY~l:l~!_Qf_lb~_!l:l~1!lYl~_Qf_8 ...- Authors: Robert Reitano
- Date: Jan 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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Axioms for the Internal Rate of Return of an Investment Project
Axioms for the Internal Rate of Return of an Investment Project This paper studies ... Uniqueness of the Internal Rate of Return with Variable Life of Investment" The Economic Journal 79 (1969), 560-566 ...- Authors: S. Promislow, David Spring
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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Differential Equation Model For Yield Curves
Differential Equation Model For Yield Curves This paper examines a differential equation model, ... FOR YIELD CURVES By Steve Craighead Nat ionwide Life Insurance Company columbus, ohio Abstract: This ...- Authors: Steven Craighead
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Analytics and informatics