Advanced Search

Enter the criteria below to perform an advanced search. Entering more criteria narrows your search; entering less criteria broadens your search. To browse SOA content, visit Browse by Topic or Publication Browse.

Find results with ALL of the words:

Find results with the EXACT phrase:

Find results WITHOUT the words:

Find results by Date:

From To

Find results for a specific AUTHOR:

Enter at least 2 characters of the author's last name.

{{ results.start }} - {{ results.end }} of {{ results.hits }} Authors Found prev | next

	Author
Search	{{ authorName }}

1 - 1 of 1 results (0.27 seconds)

Sort By:

Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study

Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study In this paper, we propose measures of the risk that the value of the liabilities ...
View Description

Description: In this paper, we propose measures of the risk that the value of the liabilities becomes larger than the value of the assets, and this especially for insurance companies. We study probabilities of mismatching and a degree of mismatching in unsegmented and multidimensional models of the balance, in which we stress the influence of interest rates on the active and passive side of the balance.
Hide
- Authors: Jacques Janssen, Griselda Deelstra
- Date: Jan 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods

Per Page:

Date

Content Type

Publication Name

Author

File Type

Site

Topic

Competency

Advanced Search

Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study