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Report on the Cash Flow Testing Software Web Survey
Flow Testing (CFT) software was distributed on May 17, 2004 and ended on June 18, 2004 with the goal of ... United States. The survey officially started on May 17, 2004, when the first introduction letter was emailed ...- Authors: Bruce Jones, Ying Zhang, PINGGUO LU
- Date: Mar 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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The Matching of Assets and Liabilities
constraints S(iL) _> 0, in < i0 (downside risk) , (17) S(iv) >_ 0, i~: > i0 (upside risk) be used ... ASSETS AND LIABILITIES 283 satisfying constraints (17). If not, iL will have to be increased and/or iv ...- 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
dkP(11 - ~ dJQIA11dkAJ(1) - dQ·dkA, J from which (A.17) follows. Taking second derivatives: d'I<.P(il ... Using 12.7), IR.21) follows lmmediately from IA. 17). Similarly, 12.8) makes the first term on the ...- 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