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Investment Structures for Life Insurance
to maintain AA ratings from Standard and Poor’s (S&P) and Moodys. If the rating agencies were aware ... replicate an S&P 500 index using a futures overlay that would take the LIBOR and convert it into S&P 500. This ...- Authors: Victor Modugno, Robert W Harless
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting