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  • Complex Liability Modeling Issues
    Complex Liability Modeling Issues From a session at the 2001 Valuation Actuary Symposium, held ... reporting or other corporate purposes. The primary focus is modeling issues for variable product features ...

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    • Authors: Application Administrator, Thomas J Mitchell, John M O'Sullivan, Joseph M Rafson
    • Date: Nov 2001
    • Competency: Communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods
  • An Investment Actuary's Approach to ALM
    defined in terms of the spot rates themselves, a direct solution which fo l lows the Whitaker- Henderson ... factors. It would certainly be more satisfying if a direct solution could be achieved which applied the smoothness ...

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    • Authors: Application Administrator
    • Date: Jan 1995
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments