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Fixed Indexed Annuity Fair Value Quantification and Valuation
Quantification and Valuation In this article, a numerical comparison of two commonly used FIA valuation methodologies ... numerical comparison of two commonly used FIA valuation methodologies is conducted to help insurers decide ...- Authors: Tao Wang ASA,MAAA , Peter M Phillips
- Date: Feb 2022
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting
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Market Consistent Valuation of Fixed Indexed Annuity
Market Consistent Valuation of Fixed Indexed Annuity it discusses the framework and modeling of the ... the market consistent valuation of fixed indexed annuity, against the backdrop of the convergence of accounting ...- Authors: Jing Fritz
- Date: Feb 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Finance & Investments; Finance & Investments>Economic value
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Challenges of Managing Interest Rate Risk: Part 2—How to get the Most Insight out of a Company's Assets and Liabilities
the combination of deterministic runs using the valuation date’s spot rate and the option adjusted spread ... approximation for the first part uses metrics at the valuation date with the amount of rate change in the first ...- Authors: Dariush Akhtari
- Date: May 2024
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments
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Behavioral Economics and the Longevity Problem
transaction is absolutely certain to be zero. If the individual does buy life insurance, assuming no profit or ... we utilize mortality equal to the 2015 Valuation Basic Table (VBT) for a 35-year-old male nonsmoker.- Authors: Craig Reynolds
- Date: Feb 2023
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities; Annuities>Payout annuities; Life Insurance; Life Insurance>Universal life
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Regulatory Outlook for AI in the Insurance Industry
proprietary algorithms and demonstrate adherence to individual state law and regulations in all states where ... by states. Graph 2 Legislation Status by State Table 1 illustrates the legislations that have been enacted ...- Authors: Emily Li, DAVID DANIEL SHERWOOD
- Date: Oct 2023
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Public Policy; Technology & Applications; Technology & Applications>Artificial intelligence & machine learning
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Life JRMS Survey
to update the models. Performance The following table shows how well the models were judged to perform ... the results are not actuarially significant. Individual Life—of the 11 respondents most reported no changes ...- Authors: Frank Reynolds
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Operational risks
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Managing Investment Risks in Contractual Designs
In contrast to the yellow line, which is the individual liability at the contract level with undiversified ... we compare three guaranteed annuities in Table 1. From Table 1, we have the following observations. Firstly ...- Authors: Runhuan Feng
- Date: Sep 2021
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Modeling & Statistical Methods; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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Guaranteed Annuity Options or a Fine Mess
Guaranteed Annuity Options or a Fine Mess This article discusses the problems created by the options ... guaranteed annuity option is presented. Annuity valuation;Variable annuities; 10753 11/1/2004 12:00:00 ...- Authors: Mary Hardy
- Date: Nov 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities; Global Perspectives
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Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates
form, the normative LCM assumes a ratio- nal individual who seeks to maximize the discounted additive ... and we calibrated this model to common pension annuitant mortality tables. (See Appendix A for a full ...- Authors: Moshe Arye Milevsky, Application Administrator
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
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Property and Casualty JRMS Survey
and only one was no. Performance The following table shows how well the models were judged to perform ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Frank Reynolds
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Operational risks; Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality