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Research of the Committee on Valuation and Related Areas
Research of the Committee on Valuation and Related Areas Committee members discuss the objectives of ...- Authors: Joseph J Buff, Peter B Deakins, Michael E Mateja, Daniel J McCarthy, Robert Stein, Irwin T Vanderhoof
- Date: Oct 1987
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Financial Market Volatility: Modeling and Management
Financial Market Volatility: Modeling and Management From a session at the Spring ... liability management=ALM;Asset modeling;Asset valuation;Capital markets=Stock market;Currency risk;Derivatives;Discount ...- Authors: Francis Sabatini, Application Administrator, Aleksandar Kocic
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
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Managing Long-Term Care Risk: Do I Have The Reports I Need?
are problems in the mix of business. From the valuation system, GAAP net premiums are likely available ... lapse rates are between group and individual underwriting classes. Table 1 Lapse Experience ...- Authors: Peggy Hauser, Vincent Bodnar, Ronald Lucas
- Date: Oct 2001
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Operational risks; Experience Studies & Data>Morbidity; Finance & Investments>Risk measurement - Finance & Investments; Long-term Care>Long-term care insurance; Technology & Applications>Data warehousing
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Effective Use of Capital
can be found in the Report of the Committee on Valuation and Related Problems. We will hear more about ... and of the contingency margins in whatever the valuation basis is also being added to capital. HR. RICHARD ...- Authors: Richard Kischuk, John C Maynard, Owen A. Reed, Harry S Saunders
- Date: May 1981
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Reinsurance>Financial reinsurance
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How to Make Guarantees on VAs Worth More than the Paper They're Written On
it's not like you're doing a valuation. You don't have to run your valuation model 10,000 times. You can ... of the risk of commissioner's annuity reserve valuation method (CARVM) allowance recovery. This amount ...- Authors: Ari Lindner, Jason Kehrberg
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Hedging Variable Annuity Guarantees: A Practical Discussion
the volatility in that movement, because that valuation has to be done on capital markets assumptions ... affect shareholder value, not necessarily the individual components. You have to consider the overall ...- Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
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Balancing Risks
earnings. Let’s look at the mortality column in Table 1. When we ran the model to capture the mortality ... had a mean that was equal to whatever mortality table we’re assuming, and then we assumed the variance ...- Authors: Nancy Bennett, Francis Sabatini, Peter Tilley
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments
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Capital Requirements for Investment Risks - Regulatory, Rating Agency and Economic Approaches
today about the asset-related risk charges, C-1. Table 1 shows you what our charges currently are as of ... Capital Requirements for Investment Risks 7 Table 1 S&P Bond Charge (starting in YE 2003) ...- Authors: Michael J O'Connor, Jeff Gimbel, Christian Shiemke, Jose Siberon, Nathan Hardiman
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting
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Effective Use of Capital
simple deterministic models. For instance, in the individual and group life lines, we have provided for a ... persistency is 93%, agents require no financing, individual underwriting is performed on the insureds, there ...- Authors: Michael E Mateja, Robert Shapiro, William H. Sahm
- Date: Apr 1981
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Reinsurance; Reinsurance>Financial reinsurance
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Investment Quality Measures Review
Investment Quality Measures Review Panelists discuss: [1] investment quality as a dynamic ... impact on conclusions you would reach, either for valuation actuary work or for pricing work. MR. FREDERICK ...- Authors: Robert P Clancy, Peter B Deakins, Edward I Altman
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments