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RILA GLWB Designs and Market Risk Analysis
begins, and the insurer starts making payments. Table 1 RILA GLWB Designs [1] Assuming no excess withdrawals ... focuses on the sensitivity to index performance. Table 2 Sample product designs and key assumptions GLWB ...- Authors: Matthew Kevin Heaphy, Nicholas Carbo, David J Elliott
- Date: May 2023
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Guaranteed living benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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Arithmetic vs. Geometric Mean Returns
in at least two scenarios: 1. A “super-select” individual buys a preferred life policy from Company A ... unhealthy individual buys a standard life policy from Company A (available through table-shaving programs) ...- Authors: Douglas Doll
- Date: Apr 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Product Matters!
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Nested Stochastic Pricing: A Case Study
Nested ... the current market. • AG38 valuation mortal i ty : 2001 CSO Table. • Anticipated mortality ... experience equal to 50 percent of the 2001 CSO table. • Anticipated lapse rates by policy year of 6 ...- Authors: Craig Reynolds, Sai Man
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Product Matters!
- Topics: Actuarial Profession>Best practices; Modeling & Statistical Methods>Stochastic models
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Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling
long-term target • 5 percent long-term target The table on pg. 12 shows the average rider profit over the ... Product Matters! One immediate observation from the table below is that no matter what the long-term view ...- Authors: Yuhong Xue
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Product Matters!
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
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Stochastic Modeling Is On the Rise
necessitate stochastic modeling for both pricing and valuation. NEED FOR CONTINUED RESEARCH Given these and ... rates in the Monte Carlo simulation to lapse individual policies randomly.1 STOCHASTIC BASE MORTALITY ...- Authors: Michael Failor, David Wylde
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Product Matters!
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models