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  • Immunization With Almost No Mathematics
    Immunization With Almost No Mathematics The author describes immunization with a simple illustration requiring only high school algebra rather than the ordinary and stochastic calculus that has ...

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    • Authors: Irwin T Vanderhoof
    • Date: Apr 1982
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Actuary Magazine
    • Topics: Finance & Investments>Asset liability management
  • Portfolio Yield? Sure But ...
    Portfolio Yield? Sure But ... The author discusses how the use of a weighted average dollar duration book yield, WADD, rather than the more traditional book yield determined by book value or ...

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    • Authors: Thomas Grondin
    • Date: Mar 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments
  • Duration Matching: Does It Take Us Where We Want To Go?
    Duration Matching: Does It Take Us Where We Want To Go? This article explains how duration matching as an asset/liability management tool is insufficient and can lead to a suboptimal asset mix.

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    • Authors: Yuan Chang
    • Date: Nov 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Actuary Magazine
    • Topics: Finance & Investments>Asset liability management
  • Valuation Actuary Survey Results
    Valuation Actuary Survey Results This article outlines the results of the appointed actuaries survey to gather information on current practices related to asset adequacy analysis performed in ...

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    • Authors: Craig Reynolds, Michael Sparrow
    • Date: Dec 2009
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Finance & Investments>Asset liability management
  • Are Genetic Algorithms Even Applicable to Actuaries?
    Are Genetic Algorithms Even Applicable to Actuaries? The author discusses the use of genetic algorithms as they apply to actuaries, specifically the application of characteristics and their ...

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    • Authors: Benjamin Steward Wadsley
    • Date: Jul 2011
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Predictive Analytics and Futurism Newsletter
    • Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Forecasting
  • Asset/Liability Management
    Asset/Liability Management Brief summary of how asset/liability management for life insurance companies has evolved over the last decade. Asset liability management=ALM; 12727 12/1/1987 12:00:00 ...

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    • Authors: Joseph J Buff
    • Date: Dec 1987
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Actuary Magazine
    • Topics: Finance & Investments>Asset liability management
  • Immunizing Stochastic Cash Flows
    Immunizing Stochastic Cash Flows This paper reviews Redington's theory of immunization and sketches how it may be extended to the general case of stochastic flows by means of modern ...

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    • Authors: Elias Shiu
    • Date: Jan 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Asset liability management
  • Standing Room Only! Complexity Grows at Annual Meeting
    Standing Room Only! Complexity Grows at Annual Meeting Discusses the three complexity science sessions at the Annual Meeting that were sponsored by the Section. Analytics and informatics; ...

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    • Authors: David Snell
    • Date: Jan 2012
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Predictive Analytics and Futurism Newsletter
    • Topics: Economics>Behavioral economics; Finance & Investments>Asset liability management; Modeling & Statistical Methods
  • 2019 Investment Symposium— Session 3A: Real Returns and Risk Premia: What Are the Issues?
    2019 Investment Symposium— Session 3A: Real Returns and Risk Premia: What Are the Issues? How to set asset assumption, at the cycle or through the cycle and other considerations 4/6/2020 12:00:00 ...

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    • Authors: Society of Actuaries
    • Date: Apr 2020
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Annuities; Annuities>Investment strategy - Annuities; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Annuities>Deferred annuities
  • The Origins of Immunisation
    The Origins of Immunisation Frank Redington, the author of the article, reminiscenses of the origin of immunisation beginning in 1951. Asset liability management=ALM;Discount rates=Interest ...

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    • Authors: Frank M Redington
    • Date: Jan 1982
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Actuary Magazine
    • Topics: Finance & Investments>Asset liability management
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