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  • Measuring Interest Margins-Part 1-Asset Segmentation
    We have approxi- mately 25 asset portfolios. In Table 1 there are two product liability segments, Segments ... serves to balance the assets and liabilities. TABLE 1 Sample Asset/Liability Matrix Month End 30, 1990 ...

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    • Authors: James G Auger, Esther H Milnes, Elliot A Rosenthal, Gary F Neubeck
    • Date: Apr 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting