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Market Value Measures: Duration Analysis and Economic Surplus
economic surplus as well, which gives you the more direct picture of what's happening and is virtually related ... opportunity in the yield curve, the market would take care of it and the yield curve would move until there ...- Authors: David N Becker, Cindy L Forbes, Frederick W Jackson, Douglas A George
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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New Frontiers in Assest/Liability Management
SPDA context, the insurer really only has two primary levers to manage both risk and profitability ... with this. I really don't see this as being the primary objective function. A further extension of this ...- Authors: Anson Glacy, Frederick W Jackson, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
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Asset/Liability Management
benefit of that cash-flow testing exercise. Our primary focus, I think, is to talk about, when we're done ... or five other Pentium machines. You have to take care of the hardware considerations, and you have to ...- Authors: Mark Davis, Frederick W Jackson
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Real-Time Stochastic Analysis
data. They've been prepared, taking particular care to apply consistent assumptions and constraints ... we're not trying to sell securities. We don't care where your universe comes from. Consequently, Treasury ...- Authors: Frederick W Jackson, Mel Stein
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
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Dynamic Solvency Handbook
Dynamic Solvency Handbook 1994 SOA meeting, Orlando. This session is about the ... (non-experience-rated)? The basic threats to sol- vency can be primary, or secondary, threats. And we want to get into ...- Authors: Allan Brender, Shane A Chalke, Frederick W Jackson, Stephen Reddy, James Reiskytl, John D Stiefel
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Sensitivity testing
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Investment Strategy Formulation and Implementation
Investment Strategy Formulation and Implementation Presented at October 1996 Annual Meeting. This ... maximize the total return. If all I do is take care of the assets and maximize the assets and total ...- Authors: Dennis Carr, Frederick W Jackson, Harry R Miller, Albert Sekac, Michael Hughes, Andrew S Chow
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments