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  • Illuminating the Low Interest Rate Peril
    Illuminating the Low Interest Rate Peril Proposal to the NAIC and state regulators to recalibrate ... Cash flow testing, Statutory reserves, Statutory valuation, Risk based capital=RBC 7/16/2020 12:00:00 AM ...

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    • Authors: Aaron Sarfatti
    • Date: Jul 2020
    • Competency: External Forces & Industry Knowledge
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting
  • The VA Behavior System: Coping with Complex Interactions in Annuity Policyholder Behavior
    impact these interactions have on cash flow valuation results. OVER THE PAST FEW years, guaranteed ... to surrender). Model 1 - VA guarantee claims valuation, assuming no correlation between assumptions ...

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    • Authors: David Jaffe, Aaron Sarfatti
    • Date: Aug 2013
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities
  • Measuring Benefits of Variable Annuity Volatility Management Techniques
    Measuring Benefits of Variable Annuity Volatility Management Techniques We analyze how volatility ... Techniques CONCLUSIONS We summarize the results of the table on page 35, but we note that several challenges ...

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    • Authors: Raghu Ramachandran, Aaron Sarfatti
    • Date: Aug 2018
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management