> -----Original Message-----
> From: sebtan@singnet.com.sg-@-INETGW
> Sent: Friday, January 16, 1998 12:49 PM
> To: Ruhm, David; casnet@lists.casact.org-@-INET
> Subject: Asset/Liability Modelling
>
> I was reading some materials on asset/liability modelling, and found
> it to be
> an interesting topic.
> However, it does not seem to be as widely practiced as desired. (This
> is
> probably because
> actuaries are more involved in the liability aspects (reserves) of the
> balance sheet.)
>
> I would like to hear from actuaries who are involved in investments
> especially in respect of
>
> * the types of asset/liability models used,
>
> * the approach used to determine the mix of assets backing the
> policyholder
> funds and the
> shareholder funds.
>
> * do you deviate from a duration matched strategy in respect of the
> assets
> backing the reserves,
> and if so how is this justified besides the benefit of higher returns?
>
> * any papers (with a practical perspective) you would recommend
>
> Thanks in advance for your comments.
>
> Sebastian
>
>
>
>
>
>
>
>
>
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