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A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
as a substitute for specific advice concerning individual situations. On no account may any part of this ... representation of the U.K. plan that matches its valuation, following and updating the work of Porteous ...- Authors: Stephen Bonnar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea, Pradip Tapadar
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset allocation; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Plan design; Pensions & Retirement>Risk management; Finance & Investments>Economic Scenario Generators
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Asset Modeling Best Practices in the Current Environment
Asset Modeling Best Practices in the Current Environment Asset cash flow modeling and asset assumptions ... The Academy’s Life Practice Council and Life Valuation Committee have formed a Low Interest Rate Asset ...- Authors: Marc Altschull, Daniel B Finn, Frederick J. Hill, Patrick Ledlee
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Session 087: Cashflows: A New Dimension
Projected Liability Cashflows Used? Actuarial valuation software generates projected liability cashflows ... Traditional vs. Cashflow based Valuation Traditional Valuation Cashflow based Valuation AL0 PV of accrued benefits ...- Authors: Brett Dutton, Michael Carse, Katalin Szeles
- Date: Feb 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Pension investments & asset liability management
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Risk Management in a Rising Interest Rate Environment
policy holders. Moreover, some products like individual annuities showed positive correlation between ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Yiru (Eve) Sun, Chun Zheng
- Date: Jun 2023
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Integrating and Aggregating Risks
materials are available through the link on the table of contents. RECORD, Volume 30, No. 3* ... and under these scenarios you can run your individual models for aggregation. We follow this technique ...- Authors: Francis Sabatini, Ugur Koyluoglu
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Credit Risk Study
at two seminars on the credit risk study, one valuation actuary symposium, a previous Society of Actuaries ... after that. I was doing some work for the asset valuation reserve, and we needed to do that because we wanted ...- Authors: Warren Luckner, Arnold Shapiro, Kin O Tam, Walter C Barnes
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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A Low-Growth World: Implications for the Insurance Industry and Pension Plans
geographic regions). Data are from the Penn World Table database, which includes data for the period 1950-2014 ... 2052 definitions (Randers, 2012), as shown in Table 1. Table 1 COMPARATIVE ECONOMIC REGIONS U.S. United ...- Authors: Max Rudolph, Mark E Alberts
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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Risk Management Tools
basis (Table 1). Expected claims plus reinsurance cost are $500.00 for each contract. Table 1 D ... $701 for excess reins or $700 for collar reins (Table 2). If you're driven by value-at-risk (VAR) analysis ...- Authors: W Steven Prince, Charles L Gilbert, Kannoo Ravindran
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments