Caveats in immunization of pension liabilities

Asset-Liability Management bei Versicherungen

C Jost - Wiesbaden (zugleich: Dissertation Ludwig-Maximilians …, 1995 - Springer
In der Vergangenheit wurde die Versicherungsproduktion gedanklich immer in zwei
scheinbar unabhängige Teile zerlegt, in das" eigentliche" versicherungstechnische Geschäft …
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[PDF] cfainstitute.org

[CITATION][C] The evolution of asset/liability management

R Ryan - CFA Institute Research Foundation Literature Review, 2013
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[PDF] actuaries.org

[PDF][PDF] Duration of life insurance liabilities and asset liability management

RHC Mathis - IAA AFIR Colloquium Rome, 1993 - actuaries.org
The scope of this paper is to analyse duration as a risk measure of life insurance liabilities
from traditional life insurance products using a simple model to assess the problem. First, the …
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[CITATION][C] Total return approach to performance measurement

T Ho, A Scheitlin, K Tam - The Financial Dynamics of the Insurance Industry …, 1995
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