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The Word On Fair Value Accounting
The Word On Fair Value Accounting Feature article describing the latest opinions on fair ... latest opinions on fair value accounting. Asset valuation;Fair value accounting;Market value of liabilities; ...- Authors: Larry Rubin, Xiaokai Shi, Nadezhda Toskova
- Date: Oct 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Financial Reporting & Accounting>Fair value accounting
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Derivatives in Insurance Products
Derivatives in Insurance Products This session 75PD of the New Orleans Annual Meeting analyzes ... Actuaries, Volume 27, No. 3, Session 75PD. Annuity valuation;Derivatives;Equity-indexed annuities;Guaranteed ...- Authors: Michael J Hambro, Larry Rubin
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Credit Derivatives
Credit Derivatives This presentation is a ... Teaching Session, number 29TS, from the 2002 Valuation Actuary Symposium, held September 19-20 in Lake ...- Authors: Michael J Hambro, Larry Rubin
- Date: Sep 2002
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Derivatives; Global Perspectives
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Analysis of Methods for Determining Margins for Uncertainty Under a Principle-Based Framework for Life Insurance and Annuity Products
Nadezhda Toskova © 2009 Society of Actuaries 1 Table of Contents 1. EXECUTIVE SUMMARY.............. ... ....................................21 3.6.3 Individual Risks to be Covered ........................- Authors: Larry Rubin, Xiaokai Shi, Nicholas Ranson
- Date: Mar 2009
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
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Credit Spreads, Asset Return Assumptions and the Fair Value of Liabilities
actuarial profession came under criticism for its valuation methods. The critics blamed the actuaries for ... high-risk assets for the expected profit margin. Table 1 shows how the spreads evolved over time, based ...- Authors: Sam Gutterman, Burton Jay, Larry Rubin, Hubert B Mueller
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting>Fair value accounting; Global Perspectives
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An Approach For Measurement of the Fair Value of Insurance Contracts
SFAS 157 the FASB has developed a hierarchy of valuation inputs to be used as a basis for fair value estimates ... estimated on the basis of the results of one or more valuation techniques that make maximum use of market inputs ...- Authors: Sam Gutterman, Larry Rubin, David C Scheinerman, David Rogers
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Practice Forum
- Topics: Financial Reporting & Accounting>Fair value accounting; Life Insurance>Reserves - Life Insurance
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An Approach for Measurement of the Fair Value of Insurance Contracts
SFAS 157 the FASB has developed a hierarchy of valuation inputs to be used as a basis for fair value estimates ... estimated on the basis of the results of one or more valuation techniques that make maximum use of market inputs ...- Authors: Sam Gutterman, Larry Rubin, David C Scheinerman, David Rogers
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>International Accounting Standards Board [IASB]
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Risks and Rewards Newsletter, July 2003, Issue No. 42
simply the sum of the cost of protection for the individual names in the basket, since the expected loss ... assumptions used make a substantial impact on the valuation of a basket default swap. The credit derivatives ...- Authors: Nino A Boezio, Catherine Ehrlich, Martin Roy, Larry Rubin, Hubert B Mueller, Douglas A George, Teri Geske, Michael Bean, John Ryding, Leo Tilman, David Ingram, Christian Gilles, Ajay Rajadhyaksha
- Date: Jul 2003
- Publication Name: Risks & Rewards
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The Long-Term-Care Insurance Business: Risk and Historical Perspective
seen this. Morbidity was 70 percent of the SOA Valuation Task Force, interest rate was 7 percent, expense ... and suggested morbidity at 100 percent of the SOA Table, but you got a lot of pressure from marketing to ...- Authors: Steven Mannik, Mark Newton, Larry Rubin, Jay Newman
- Date: Oct 2003
- Competency: Strategic Insight and Integration>Big picture view
- Publication Name: Record of the Society of Actuaries
- Topics: Long-term Care>Long-term care insurance; Reinsurance>Long-term care reinsurance
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Premiums and Promises: An Investment Perspective
assume a rate greater than the valuation rate. This is completely off the table, but there seems to be a ... the pricing actuaries are doing and what the valuation actuaries are assuming. The second strategy ...- Authors: Mark Newton, Larry Rubin, Richard B Pitbladdo, Marco A Bravo
- Date: May 2004
- Competency: Strategic Insight and Integration
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Long-term Care>Long-term care insurance