CAS Fair Value Project Casualty Actuaries in Europe Spring Meeting 23 April 2004 E. Daniel Thomas (1) 646-471-5746 [email protected] Disclaimer. The opinions expressed should not be regarded as representing the views of the CAS or of PricewaterhouseCoopers LLP. Presentation Outline.
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CAS Fair Value ProjectCasualty Actuaries in Europe Spring Meeting23 April 2004E. Daniel Thomas(1) [email protected]
Duration vs. Matched to Yield-Curve