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Chapter 2. Cashflows. Manual for SOA Exam FM/CAS Exam 2.
 

Summary: 1/8
Chapter 2. Cashflows.
Manual for SOA Exam FM/CAS Exam 2.
Chapter 2. Cashflows.
Section 2.5. Investment and portfolio methods.
c 2009. Miguel A. Arcones. All rights reserved.
Extract from:
"Arcones' Manual for the SOA Exam FM/CAS Exam 2,
Financial Mathematics. Fall 2009 Edition",
available at http://www.actexmadriver.com/
c 2009. Miguel A. Arcones. All rights reserved. Manual for SOA Exam FM/CAS Exam 2.
2/8
Chapter 2. Cashflows. Section 2.5. Investment and portfolio methods.
Investment and portfolio methods
Suppose that an investment fund pools money from several
identities (individuals or corporations) and makes investments on
behalf of them. Then, the fund faces the question: how to allocate
the returns between the different identities? There are two main
ways to allocate interest to the various accounts: the portfolio
method and the investment year method.

  

Source: Arcones, Miguel A. - Department of Mathematical Sciences, State University of New York at Binghamton

 

Collections: Mathematics