Announcement: SOA congratulates the new ASAs and CERAs for April 2024.

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  • Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For?
    Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For? The creation of the short/long portfolio is the essence of the intermediation business. The result is that the ...

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    • 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 2: Defining Asset-Liability Management
    Asset-Liability Integration, Chapter 2: Defining Asset-Liability Management An overview of the principles, underlying theories, and the various strategies employed in Asset/Liability management.

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    • 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 3: Why Did ALM Become Important?
    Asset-Liability Integration, Chapter 3: Why Did ALM Become Important? A discussion of how in recent years, the unpredictability of cash flows has become a bigger source of risk than it was in ...

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    • Authors: Krzysztof Ostaszewski
    • Date: Jan 2003
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Finance & Investments>Asset liability management
  • 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 to the valuation of the market value of economic surplus that is stable and immune from “ ...

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    • 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
  • 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 to the valuation of the market value of economic surplus that is stable and immune from “ ...

    View Description

    • 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