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Cash-Flow Testing for Product Actuaries
assumption of mortality and morbidity risk is the primary source of prof,. But many other insurance products ... deferred annuities, have interest rate spread as the primary, or at least a very critical, source of profitability ...- Authors: David N Becker, Application Administrator, Donna Claire, Martin Klein, Anne Katcher
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Finance & Investments>Investment strategy - Finance & Investments; Public Policy
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Selecting an Investment Strategy
call the ICH Capital Management Group, has two primary responsibilities to our parent, ICH Corporation: ... spreads. While we view stochastic analysis as a primary tool, measures such as duration and option- adjusted ...- Authors: Martin Klein, Robert LaLonde, Andrew M Jarmel
- Date: Apr 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Benchmarks for Insurance Portfolio Managers
don't want to ever invest in any CMOs. We don't care how well they might do over the long term. We just ... and on Telerate and what have you. Probably the primary motivation here was portfolio managers asking about ...- Authors: Martin Klein, Stephen Reddy, Gregory J Roemelt
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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General Assest Modeling Issues
sensitive to prepayment speeds as others, extreme care must be used when modeling the more prepayment-sensitive ... prepayment-sensitive instruments. Even with this extra care, one must realize that modeling results for these ...- Authors: Martin Klein, Thomas W Reese
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Pricing And Investment Philosophy For Interest-Sensitive Products
Pricing And Investment Philosophy For Interest-Sensitive Products Presented at May 1986 Spring ... don't care whether they're long or short. I may have a view on the market and I don't really care whether ...- Authors: Martin Klein, Arthur L Rebell, Michael Reilly, Martin Ruby, Dale B Wolf
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Investment strategy - Finance & Investments; Life Insurance>Pricing - Life Insurance