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Measuring Interest Margins-Part 1-Asset Segmentation
assets. Typically, these are investments such as direct mortgages or private placements which must be made ... the risk of interest rate movements is GPSA's primary concern. Noncallable bonds are GPSA's investments ...- Authors: James G Auger, Esther H Milnes, Elliot A Rosenthal, Gary F Neubeck
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting
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New Frontiers in Assest/Liability Management
SPDA context, the insurer really only has two primary levers to manage both risk and profitability ... with this. I really don't see this as being the primary objective function. A further extension of this ...- Authors: Anson Glacy, Frederick W Jackson, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
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Asset/Liability Performance Measurement for Life Insurance and Annuity Products
now, and in my opinion there appear to be two primary obstacles in measuring asset/liability performance ... made on a real-time basis. Now that we've taken care of definition, let me say a few words about the ...- Authors: Garth A Bernard, Joseph J Buff, Thomas Ho, L SS
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Finance & Investments>Asset liability management; Life Insurance
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Asset/Liability Management
benefit of that cash-flow testing exercise. Our primary focus, I think, is to talk about, when we're done ... or five other Pentium machines. You have to take care of the hardware considerations, and you have to ...- 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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Matching Assets And Liabilities
investment technologies should be done with some care. We at Crown Life believe strongly that any new ... heartache and headache of segregation, but I think the primary motivation and the major benefits would be to facilitate ...- Authors: Allan Brender, J Ian Dalrymple, David R Johnston, Michael Rosenfelder, Stuart Wason
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Public Policy
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COURSE 230 LIGHT- A LESS FILLING OVERVIEW OF THE FELLOWSHIP EXAM ON PRINCIPLES OF ASSET-LIABILITY MANAGEMENT
Policy & ResearchDepartment at the John Hancock. My primary interests in researchand applications,besidesthe ... rates are 8%, and, if they stay there, you won't care. In Chart 10, we see a risk of a loss to the right ...- Authors: Robert Reitano, Judy L Strachan, Gordon E Klein
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management
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Small Company Issues
casualty agents. The life company has $21 million of direct earned premium versus $800 million for the parent ... annuity premium comprise almost two thirds of our direct premiums. So the majority of our business is ...- Authors: Wayne D Butz, Robert H Dreyer, David A Ricci
- Date: Sep 1994
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
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Practitioners' Forum
my associates and I at Lincoln see that the primary purpose of our work is to provide the best information ... your model is all important. MR. BECKER: The primary purpose of our models is to identify and quantify ...- Authors: David N Becker, Charles D Friedstat, Michael E Mateja, Stephen A J Sedlak
- Date: Sep 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting
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Asset/Liability Management ALM: An International Perspective
Asset/Liability Management ALM: An International Perspective 1994 SOA Spring Meeting, ... business segment basis. The lower level committees' primary functions involve analysis, formulation and recommendation ...- Authors: Dennis Carr, Anthony Dardis, John C Sweeney
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management
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Introduction to Asset-Liability Matching
Introduction to Asset-Liability Matching Using a case study, this session discussed the ... cash-flow projection. But in theory, you wouldn't even care what happened to interest rates because you would ...- Authors: David C LeSueur, Michael Sze
- Date: Jun 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management