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  • ALM Transformation
    rotations—and therefore three to five years—before an individual is truly prepared to make important decisions ... is the identifica- tion and quantification of individual model risks (e.g., assumptions, source data ...

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    • Authors: Eric Clapprood
    • Date: Aug 2014
    • Publication Name: Risks & Rewards
  • Market-Consistent Pricing as the Market Sort of Normalizes: Separating the permanent from the temporary grayness, Part 1 of 2
    hedging pro- grams or dealt in any way with the valuation of long- This is the debate occurring in that ... real-world distributions” as the definition of valuation. Fairly simultaneously, the FASB came to an entirely ...

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    • Authors: Mitchell Katcher, Eric Clapprood
    • Date: Oct 2010
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Product Matters!
    • Topics: Annuities>Pricing - Annuities; Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Pricing - Life Insurance
  • Market-Consistent Pricing As The Market Sort Of Normalizes: Separating the permanent from the temporary grayness Part 2 of 2
    Market-Consistent Pricing As The Market Sort Of Normalizes: Separating the permanent from the ... writer issues that leads to the most subjective valuation and pricing. In other words, if we return to ...

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    • Authors: Eric Clapprood
    • Date: Jun 2011
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Product Matters!
    • Topics: Annuities>Investment strategy - Annuities; Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Life Insurance>Investment strategy - Life Insurance