Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 2 of 2
Full-Text Articles in Entire DC Network
Journal Of Actuarial Practice, Volume 4, No.1, 1996, Colin Ramsay , Editor
Journal Of Actuarial Practice, Volume 4, No.1, 1996, Colin Ramsay , Editor
Journal of Actuarial Practice (1993-2006)
ARTICLES
An Approach to Estimating Market Value and Duration of Interest-Sensitive Whole Life Contracts • Thomas J. Merfeld
Participating GICs: Performance Attribution Analysis • Alec Stais and John P. Toohey III
Asset Allocation in Investing to Meet Liabilities • Anthony Dardis and Vinh Loi Huynh
A Possibilistic Linear Programming Method for Asset Allocation • Lijia Guo and Zhen Huang
Nonmedical Limits in Individual Life Insurance • James B. Ross and Shalini Perumpral
A Proposed New System of Financing Health Care in Singapore • Robert Keng Heong Lian and Loi Soh Loi
Concentration in American Property-Casualty Companies • Edward Nissan
Bias …
An Approach To Estimating Market Value And Duration Of Interest-Sensitive Whole Life Contracts, Thomas J. Merfeld
An Approach To Estimating Market Value And Duration Of Interest-Sensitive Whole Life Contracts, Thomas J. Merfeld
Journal of Actuarial Practice (1993-2006)
A fixed premium interest·sensitive whole life contract is analyzed in order to estimate its market value. In addition, using various definitions of duration, we determine the duration of the contract for each definition. The results of this analysis have implications for market value accounting of life insurance liabilities and for life company portfolio management.