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The Matching of Assets and Liabilities
The Matching of Assets and Liabilities This paper investigates how the concepts of asset-liability matching ... investment strategy. From Transactions of Society of Actuaries 1980, Vol. 32. Yield curve=Term structure;Interest ...- 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
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Standing Room Only! Complexity Grows at Annual Meeting
Standing Room Only! Complexity Grows at Annual Meeting ... Discusses the three complexity science sessions at the Annual Meeting that were sponsored by the Section ...- Authors: David Snell
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Economics>Behavioral economics; Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Asset/Liability Management
Asset/Liability Management 1995 Valuation Actuary Symposium. In this session panelists discussed ... information, making the transition from cash-flow testing to ALM, definitions of ALM, the key assumptions ...- Authors: Mark Davis, Frederick W Jackson
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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A Multivariate Approach to Immunization Theory
Approach to Immunization Theory The author previously wrote about extending the general nonparallel shlft approach ... duration analysis. This paper explores the immunization properties of that model. In addition, applications ...- 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