1
-
10
of
14
results (0.7 seconds)
Sort By:
-
An Investment Actuary's Approach to ALM
An Investment Actuary's Approach to ALM This paper is to some extent a sequel to my previous paper ... paper A Bond Manager's Method for ALM published in Actuarial Research Clearing House Volume 1993.3 ...- 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
-
A novel approach to valuing an insurance company’s economic surplus
A novel approach to valuing an insurance company’s economic surplus This paper provides a novel approach ...- Authors: Dariush Akhtari
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic value; Finance & Investments>Embedded value
-
A novel approach to valuing an insurance company’s economic surplus
A novel approach to valuing an insurance company’s economic surplus This paper provides a novel approach ...- Authors: Dariush Akhtari
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic capital; Finance & Investments>Economic value
-
An Optimal Model for Asset Liability Management
An Optimal Model for Asset Liability Management This paper addresses the stochastic modeling for managing ... life=VUL;Yield curve=Term structure;Interest rate risk;Mortality risk; 653 1/1/1996 12:00:00 AM ...- Authors: Lijia Guo
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
-
Asset-Liability Integration, Chapter 6: ALM of Social Insurance
also the largest insurance system in the world. In 2000, it provided benefits amounting to $415.1 billion ... resulting positive cash flow is borrowed by the U.S. Treasury through special issue bonds paying current ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Social Insurance>Social Security
-
Asset-Liability Integration, Chapter 3: Why Did ALM Become Important?
closely re- lated to the C-3 risk. The Golden Age of U.S. insurers, the 1950s and 1960s, was characterized ... and Polkinghorn 1992). In 1982, total annuity reserves of U.S. life companies exceeded life insurance ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management
-
Asset-Liability Integration, Chapter 7: Valuation of Derivative Securities
Asset-Liability Integration, Chapter 7: Valuation of Derivative Securities Generally, the assets ... markets. However, the firm's liabilities become customer's' private placement assets and ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Finance & Investments>Asset liability management
-
A Risk Management Tool for Long Liabilities: The Static Control Model
hedge rolls forward in time. Table 1 below walks through the steps. TABLE 1 Monopole Static Hedge ... ′′+=′ 30)1( ZKf ′+ 3030 )( ZKff ′−′ The table assumes that at time t = 0 assets and liabilities ...- Authors: Application Administrator
- Date: Apr 2009
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
-
Asset-Liability Integration: Introduction
Asset-Lit (SOA) S N Asset-Liability Integration Introduction The purpose of this work is to analyze ... idea directly related to that presented by Doherty (2000) for corporate risk. Panjer (1998) also presents ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management
-
Asset-Liability Integration, Chapter 4: Trading in Human Capital
disability, is short an annuity to the insured, retains a call on that annuity should rehabilitation prove ... cryonic suspension services are offered by sev- eral U.S.-based companies). One could venture here to ask ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management