NCTAM papers, National Congress of Theoretical and Applied Mechanics, Japan
53rd NCTAM papers, National Congress of Theoretical and Applied Mechanics, Japan
Session ID : 3B19
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OS22-3
Risk Management of the Insurance Company
*Shuji TANAKAYukio MUROMACHI
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CONFERENCE PROCEEDINGS FREE ACCESS

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Abstract
There exist several models for the asset and liability management (ALM) of a life insurance company, and they are divided into two categories; simulation type models and balance--sheet type models. Here, we describe a practical example based on a valuation framework roposed by Tanaka and Muromachi (2001a), which belongs to the balance--sheet type models.
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© 2004 Committee for Mechanics and Structure,Science Council
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