Designing and Adjusting an Investment Strategy: Real Life Exampleby the following: 559 RECORD, VOLUME 22 • Primary Decomposition: compare with option free bonds to ... the impact of remaining path dependency. The primary decomposition determines what embedded options ...
Description: This session from the 1995 SOA Boston Meeting discusses the development of an investment strategy for a single premium deferred annuity product including liability modeling, risk measurement and management and product features. From the Record of the Society of Actuaries, Vol. 21, No. 4a.Hide
- Authors: Bryan Boudreau, Mark C Abbott
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments