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SPDA Spread Management In A Rising Rate Environment
SPDA Spread Management In A Rising Rate Environment Article that recaps a SPDA case study in the use of derivatives for ALM that was presented at the Orlando April spring meeting in Session 40, ...- Authors: Prakash A Shimpi, Joseph Koltisko
- Date: Jun 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Annuities>Fixed annuities