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Cash Value Life Insurance for the Twenty-First Century: Segregated Life and the Individual Death Benefit Account
Cash Value Life Insurance for the Twenty-First Century: Segregated Life and the Individual Death ... Twenty-First Century: Segregated Life and the Individual Death Benefit Account In this paper, a new form ...- Authors: Stephen Reddy, Gerry Smedinghoff
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance
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Asset Prepayment Assumptions
(PSA), but it is neither a prepayment model nor a valuation model of any kind. The technical resource group ... assessing the relative cash flow volatility of individual CMO tranches, with three or four specific constraints ...- Authors: Randall Boushek, Catherine Ehrlich, Stephen Reddy, Steve W Abrahams
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Public Policy
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Dynamic Financial Condition Analysis Update
update you on new research activities, the new valuation law, a new sample DFCA report, and recent developments ... us. Under Canadian valuation laws, you have to start putting these special valuation assumptions and do ...- Authors: William J Bugg, Michael Eckman, Stephen Reddy, James Reiskytl, Craig Reynolds
- Date: Oct 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Weird Science: Dissection of Derivatives
the Equity lndex Product Task Force and the Valuation Task Force. Chris Anderson is Merrill Lynch's ... currently have an issue before the Security Valuation Office (SVO), which is making a determination ...- Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Developing Optimized Investment Strategies for Life Insurance Companies
more sense. So, let's get into the first example. Table 1 shows step 1, which is selection of interest rate ... earnings that we have for this hypothetical company. TABLE 1 STEP 1: SELECTION OF INTEREST RATE PATHS FIVE-YEAR ...- Authors: Michael Peskin, Stephen Reddy, Gregory J Roemelt
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Finance & Investments>Portfolio management - Finance & Investments
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Dynamic Solvency Handbook
accepted actuarial practice. In my opinion, the valuation is appropriate and the financial statements fairly ... paragraph be modified to say something like, "The valuation is appropriate and the financial statements fairly ...- Authors: Allan Brender, Shane A Chalke, Frederick W Jackson, Stephen Reddy, James Reiskytl, John D Stiefel
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Sensitivity testing
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Dynamic Solvency Task Force
monitoring of surplus if we moved to this GAAP-like valuation. We quickly concluded that the formula-based MCCSR ... handbook. The CSSFI demonstrated DST at the 1988 Valuation Actuary Symposium. We constructed a model company ...- Authors: Allan Brender, Peter Hepokoski, Burton Jay, Daniel J Kunesh, Stephen Reddy, James Reiskytl, Craig Reynolds
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Sensitivity testing
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Benchmarks for Insurance Portfolio Managers
addition to that, in terms of product features, Table 1 summarizes some of the key parameters. Basically ... formula for total return of a financial instrument. TABLE 1 SPDA PRODUCT SUMMARIES TargetSpreads Reset (bp) ...- Authors: Martin Klein, Stephen Reddy, Gregory J Roemelt
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Fixed Income Derivatives - Uses and Implications
Fixed Income Derivatives - Uses and Implications 1994 SOA Spring Meeting, Orlando. This session ... position out ten years. If you consider all the individual pieces needed to create the trade, in fact, the ...- Authors: Stephen Reddy, John Mulholland, Timothy L Patria
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives