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Asset/Liability Management
Asset/Liability Management 1995 Valuation Actuary Symposium. In this session panelists discussed how cash-flow testing models can be used to provide significant Asset/Liability Management ...- 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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Interest Scenarios
Interest Scenarios From a session at the annual meeting of the Society of Actuaries held in Chicago, Illinois, October 15-18, 2000 Discussion of purposes and approaches for creating ...- 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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Management Uses of Cash-Flow Testing
Management Uses of Cash-Flow Testing From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 In this session, panelists discussed how they have ...- Authors: Willard Rinehimer, Robert Buckner, Robert Welander
- Date: Sep 2000
- Competency: Communication; External Forces & Industry Knowledge>Actuarial theory in business context; Relationship Management>Relationships and trust; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Influence decisions
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
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C-3 Risk
C-3 Risk In this paper, chapter III of the 1987 Valuation Actuary Handbook, the authors discuss building a liability model to evaluate the C-3 risk. The article discusses the data and ...- Authors: Peter B Deakins, Stanley B Tulin
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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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 ...- 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
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2012 AAT Survey Results
2012 AAT Survey Results Survey of appointed actuaries about asset adequacy testing techniques currently being used in 2012. Cash flow testing 4294993415 11/30/2012 12:00:00 AM ...- Authors: Society of Actuaries
- Date: Nov 2012
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators
Economic Scenario Generators This presentation is a panel discussion, session number 9PD, from the 2000 Valuation Actuary Symposium, held September 14-15 in Washington, DC. A fundamental ...- Authors: Stephen Sonlin, Mark S Tenney, Marc Altschull, Stephen Britt
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Global Perspectives; Modeling & Statistical Methods>Stochastic models
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An Optimal Model for Asset Liability Management
An Optimal Model for Asset Liability Management This paper addresses the stochastic modeling for managing asset liability process. We start with developing a jump-diffusion process for evaluating ...- 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
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Corporate Modeling And Forecasting - Practical Aspects Of The Valuation Actuary Recommendations
Corporate Modeling And Forecasting - Practical Aspects Of The Valuation Actuary Recommendations Presented at May 1986 Spring Meeting. This session discussion is about the purposes, tools and ...- Authors: Michael C Batte, Joseph J Buff, Dennis Carr, Russell B Tucker, Stanley B Tulin
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Forecasting
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Regime-Switching Portfolio Replication
Regime-Switching Portfolio Replication Regime switching models have become a popular tool in econometric time series modeling since their introduction in Hamilton [1989].These models have been ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Modeling & Statistical Methods