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An Excess Spread Approach to Nonparticipating Insurance Products
An Excess Spread Approach to Nonparticipating Insurance Products The excess spread approach introduced in this paper addresses the true economic profitability of investment oriented products by ...- Authors: Mark Griffin
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management
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Probabilistic Concepts in Measurement of Asset Adequacy
Probabilistic Concepts in Measurement of Asset Adequacy This paper presents the probabilistic concepts underlying measurement of asset adequacy in a simplified way. Discussions of this paper are ...- Authors: Donald D Cody
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management
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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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The Matching of Assets and Liabilities
The Matching of Assets and Liabilities This paper investigates how the concepts of asset-liability matching can be used to shape investment strategy. From Transactions of Society of Actuaries ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods
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Back Testing of Investment Performance by Asset Class
Back Testing of Investment Performance by Asset Class This study aimed to study primarily the impact of market performance on a pension plan’s ability to meet its obligations. Pension plan ...- Authors: Maneesh K Sharma, Thomas Totten, John F Cierzniak
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Investments
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S-Curve Reserve For Universal Life
S-Curve Reserve For Universal Life Excerpts from Yee's presentation on the S-Curve reserve for Universal life. The S-Curve represents a distribution of amount of assets needed under 550 ...- Authors: Lone-Young Yee
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Value at risk - Finance & Investments; Life Insurance>Reserves - Life Insurance
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Report on the Cash Flow Testing Software Web Survey
Report on the Cash Flow Testing Software Web Survey Prepared for the Society of Actuaries by STATLAB at the University of Western Ontario, this report contains the results of a cash flow testing, ...- Authors: Bruce Jones, Ying Zhang, PINGGUO LU
- Date: Mar 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Multivariate Duration Analysis
Multivariate Duration Analysis In this paper, a general multivariate duration analysis is introduced that does not depend on a mathematical formulation of the way in which a yield curve moves. A ...- Authors: Robert Reitano, Elias Shiu, Anthony J Zeppetella
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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Actuarial Methods for Valuing Illiquid Assets
Actuarial Methods for Valuing Illiquid Assets The valuation of illiquid assets is a vast topic, which is very much in a state of development. Based on comments made by investment professionals ...- 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