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Asset liability management in life insurance companies

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  • Asset liability management in life insurance companies

    Hi,

    Can somebody direct to me material in public domain or books that describe the practice of asset liability management in life insurance companies?
    I am looking at how the immunization can be done with a sample portfolio.
    I am also interested in handling currency, liquidy and credit risks.

  • #2
    ALM in life insurance industry

    Check out the Society of Actuaries Research Monograph "Asset-Liability Integration", that I wrote in 2002, I believe it gives a good overview of ALM in various lines of insurance.

    Yours,
    Krzys' Ostaszewski
    Want to know how to pass actuarial exams? Go to: smartURL.it/pass

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