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Application of a Linear Regression Model to the Proactive Investment Strategy of a Pension Fund
0123% 0.9550 0.8579% 2.8841% 0.8708 -0.0042 3.3617 17 0.0272% 0.9603 0.9119% 2.9051% 0.8697 0.0094 3.1859 ... 4336 0.8689% 1.1835% 1.3621 0.9112% 2.8182% 3.0928 17 0.9753% 4.1803% 4.2863 0.8403% 1.1938% 1.4207 0.9213% ...- Authors: Kenneth G Buffin
- Date: Jan 2001
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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(RL) Bond Market Watch – July 2013
(RL) Bond Market Watch – July 2013 RL Asset Liability Watch, July 2013 Resource for Pension Section members (RL) Pension ... 77 Liabilities (TSY) 100% 24 4 17 2 10 10 1 11 42 -26 9 Return Difference -26 -9 ...- Authors: Sean F McShea
- Date: Jul 2013
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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(RL) Asset/Liability Watch – December 2012
(RL) Asset/Liability Watch – December 2012 The RL Asset Liability Watch for December 2012. A resource for Pension Section ... 77 Liabilities (TSY) 100% 24 4 17 2 10 10 1 11 42 -26 9 Return Difference -26 -9 ...- Authors: Sean F McShea
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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An Exploration of Lifecycle Finance
using Daily Treasury Yield Curve Rates as of May 17, 2019. Source: https:// www .treasury .gov /resource ... purchase a 100% joint and survivor annuity as of May 17, 2019. Source: www.BlueprintIncome.com The challenge ...- Authors: Matthew Brady
- Date: Sep 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Retirement Section News
- Topics: Economics; Economics>Financial economics; Pensions & Retirement; Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Plan design; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management; Pensions & Retirement>Post retirement risks
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The 1/n Pension Investment Puzzle
this puzzle. 3See Panjer et al [17] for more details. 4See Panjer et al [17] for a definition and interpretation ... In this case we can solve (2)-(3) analytically [17] to find the optimal portfolio: x∗(τ) = xmin + τ∆xrisk ...- Authors: Phelim Boyle, Heath Windcliff
- Date: Jan 2004
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Pension investments & asset liability management
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Is the New CPI Different? Implicationsfor Pension Plans
Is the New CPI Different? Implicationsfor Pension Plans Is the New CPI Different? The article ... Council Meeting in New York........................17 The Euro Will Eventually Lead to Global Instability ...- Authors: Todd Rutley
- Date: Mar 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension investments & asset liability management
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Assets/Liability Modeling And Matching For Pension Plans
,I,,,,I,,,,I ,,,,I,,,,I 8 9 IO II 12 13 14 15 16 17 SHARPE RATIO - Expected Portfolio Return - Risk ... J,,l,,,,l,,,,l,,,,L,,,il,t,,[,i,, 12 13 14 15 i6 17 L8 1276 OPENFORUM EXHIBIT 10 RETURN .......- Authors: Melissa J Hintz, Ronald A Karp, Martin L Leibowitz, Michael J Senoski, Andrew F Shewan
- Date: May 1984
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Discussion of Subjects of Special Interest - Group Pension Plans
Discussion of Subjects of Special Interest - Group Pension Plans This discussion looks at developments ... paper "Fundamentals of Pension Funding" (TSA IV, 17) ; (3) Funding method--entry age normal with 20 ...- Authors: G Graeme Cameron, Laurence E Coward, Robert F Link, Leslie R Martin, George F M Mayo, Conrad Siegel, F Eugene Smith, Donald R Anderson, Norman G Kirkland
- Date: Jan 1961
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Bond Immunization Strategies
Bond Immunization Strategies In today's atmosphere, the high returns available on bonds have attracted much investor interest, ... thoughtful plan fiduciary. # # # W.A. Dreher Jsnuary 17, 1980 -53- ...- Authors: William A Dreher
- Date: Jan 1981
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Requirements to Make the Housing Asset a Viable Retirement Asset
house price inflation, they examine OECD data for 17 countries for the period 1970 to 2005. They conclude ... improved to facilitate Canadians’ retirement. 17 Bibliography AARP Foundation. 2008. Reverse ...- Authors: Application Administrator
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Pensions & Retirement>Pension investments & asset liability management