精算师考试辅导之2014重要章节讲解——利率风险管理策略的数值测试，这是官方的资料哦，烦请重视小编的辛勤劳作。
　　估计框架
　　资产负债管理(ALM)技术
　　消极的价值策略：盈余预防
　　积极的价值策略：盈余保护
　　收益策略
 
　　阅读材料：
　　4.1 CIA Educational Note "Measurement of Exposure to Interest Rate Risk," by Subcommittee on C-3 Risk, Committee on Investment Practice, June 1995
　　4.2 H. H. Panjer (editor) 1998. Financial Economics: With Applications to Investments, Insurance and Pensions. The Actuarial Foundation. Sections 3.1 to 3.9, and 3.11.
　　4.3 Ang and Sherris 1997 "Interest rate risk management: Developments in interest rate term structure modeling for risk management and valuation of interest-rate-dependent cash flows" North American Actuarial Journal Vol 1 No. 2, pages 1-26.
　　4.4 R.S. Hiller and C. Schaack, "A Classification of Structured Bond Portfolio Modeling Techniques", Journal of Portfolio Management, Fall 1990, pages 37 to 48.
　　4.5 M. Smink1994. "A numerical examination of asset-liability management strategies," Proceedings of 4th Actuarial Approach for Financial Risks (AFIR) International Colloquium. 8V-306-00 (Translation need to be done carefully, as there are many misprints.)
　　高顿网校之心灵鸡汤汇编：在快乐时，朋友会认识我们；在患难时，我们会认识朋友。 -(英)柯林斯