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  • Assumed Interest Rate Assumption and the Maturity Structure of the Assets of a Life Insurance Company
    Assumed Interest Rate Assumption and the Maturity Structure of the Assets of a Life Insurance Company This paper presents the theory of immunization of investments to changes in interest rates ...

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    • Authors: Irwin T Vanderhoof
    • Date: Oct 1972
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investment strategy - Finance & Investments