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  • A Multivariate Approach to Immunization Theory
    A Multivariate Approach to Immunization Theory The author previously wrote about extending the general nonparallel shlft approach to duration analysis. This paper explores the immunization ...

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    • Authors: Robert Reitano
    • Date: Aug 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
  • The Matching of Assets and Liabilities
    The Matching of Assets and Liabilities This paper investigates how the concepts of asset-liability matching can be used to shape investment strategy. From Transactions of Society of Actuaries ...

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    • Authors: James A Tilley
    • Date: Jan 1980
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods