|
- UID
- 223350
- 帖子
- 219
- 主题
- 40
- 注册时间
- 2011-7-11
- 最后登录
- 2013-8-22
|
More or less.
Classical immunization is protected from a one-time shift in rates.
Contingent immunization is triggered once you reach a breakpoint.
Cash flow matching is most conservative. Not immunization at all, just making sure there will be enough cash flow to cover liabilities. |
|
发表于 2011-7-15 23:20
|