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Actuarial Methods for Valuing Illiquid Assets
intra-dealer government bond brokers for the period June 17, 1991 through September 29, 1995 for tax and liquidity ... Reserved University of Southampton Page 17 Contemporaneous and consistent documentation ...- Authors: Application Administrator
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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An Investment Actuary's Approach to ALM
benchmark weights of the liabilities. Equation (17) can be re-written in the form of a series of constraints ... 0 23 3 48.1 17 O 4.8 10.8 16 12.4 8.6 14.9 38.2 13 6 131 10.2 17 37 0 193 118 26.7 17 11.8 8.1 60 ...- 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
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A Risk Management Tool for Long Liabilities: The Static Control Model
A Risk Management Tool for Long Liabilities: The Static Control Model This paper looks at the problem of ... and Performance Measurement” Preprint (2000). 17 TABLE 3 Simple Total Return Approach Since ...- Authors: Application Administrator
- Date: Apr 2009
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
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Interest Scenarios
Interest Scenarios From a session at the annual meeting of the Society of Actuaries held in Chicago, ... and by year in the future. Interest Scenarios 17 It is true that the spreads do not stay constant ...- Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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Complex Liability Modeling Issues
Complex Liability Modeling Issues From a session at the 2001 Valuation Actuary Symposium, held ... level a lot. Complex Liability Modeling Issues 17 The second kind of design feature that you’ll sometimes ...- 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