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Session 61 - Targeted Improvements: Data is the Real STAR!
Session 61 - Targeted Improvements: Data is the Real STAR! Data is an essential component of financial ... models. Real life case studies relevant for valuation actuaries (e.g. data needs for LDTI and VM-51) ...- Authors: Siew Chen Ow, John Adduci, Ben Nichols, Brian Carter
- Date: Sep 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Technology & Applications; Technology & Applications>Analytics and informatics
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An Alternative Option-Based Approach to Calculating MRBs
An Alternative Option-Based Approach to Calculating MRBs ASU 2018-12 introduced a new concept ... mentions both a non-option and an option-based valuation approach to account for MRBs. This article considers ...- Authors: John Adduci
- Date: Dec 2019
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Guaranteed living benefits; Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Annuities>Living / Death benefit riders
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Implementation Considerations for VA Market Risk Benefits
value is determined by discounting back to the valuation date at the risk-neutral interest rate plus instrument-specific ... is locked in at issue and used at all future valuation dates. • Step 5: Calculate the market risk benefit ...- Authors: Dylan Strother, John Adduci, James B Kern
- Date: Sep 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting