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  • Modeling CMOs
    which the facing small insurers who want to issue primary company will manage the equity-indexed annuities ... the in assets, has chosen to enter the equity- primary company can serve as the basis indexed marketplace ...

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    • Authors: DALE ALLEN HALL
    • Date: May 1998
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Small Talk
    • Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
  • A Multivariate Approach to Duration Analysis
    Sensitivity Price Sensitivity REFERENCES Direct Yield Curve Approach Yield Curve Slope Approach ... case, because D(O) and CCO) are small. The primary limitation of the parallel shift approach is that ...

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    • Authors: Robert Reitano
    • Date: Jan 1989
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Asset modeling