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Portfolio Segmentation For Life Insurance Companies
establishing a fair price for the investment that care must be taken to assure equity among the segments ... or line of business, should come first and be a primary consideration; and whether to use an aggregate ...- Authors: James A Attwood, Daniel J McCarthy, Donald R Sondergeld, Kenneth W Stewart
- Date: May 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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Asset Prepayment Assumptions
cast of suspects when it came to determining the primary driver. Again, housing turnover we would consider ... prepayments from other sources. Collateral age was the primary driver. That kind of proxies the average tenure ...- Authors: Randall Boushek, Catherine Ehrlich, Stephen Reddy, Steve W Abrahams
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Public Policy