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Analyzing The Assets For Asset/Liability Management In Pension Plans
characteristic of the structural model corrects one of the primary criticisms of traditional models. Graph 3 illustrates ... duration and the duration of the assets. The other primary business that we are in is developing equity portfolios ...- Authors: Chester R Schneider, Matthew Sloan, Robert L Holz, Joan M Lee
- Date: Apr 1989
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management