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The Integration Of Investment Features Into Actuarial Analysis
average outperformance, you get 49, 34, back up to 47, 17, 24. It's just remarkable that market value would ... 3 47 73 -10 4 17 58 1 5 24 67 - 2 6 5 56 7 7 -1 55 4 8 -10 54 5 9 -20 53 9 10 -38 40 17 duration might ...- Authors: Mark Griffin, D Andrew Hall, Robert L Whalen
- Date: May 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Collateralized Mortgaged Obligations
Collateralized Mortgaged Obligations This session discussion is about collateralized mortgage ... mirror image of the slower prepay- ment pace (Graph 17). The long average life class of CMO A shortens much ...- Authors: D Andrew Hall, Ronald Jay Rubnich, David L Moore, Joseph Sindelar, Mark R Hancock, GEORGE ALBERT MICHAEL
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments