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The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed
The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed This paper introduces the symbolic ... symbolic valuation, a stochastic valuation which allows flexible interest rate and cash flow assumptions ...- Authors: Matthew Clayton Modisett
- Date: Jan 1992
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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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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S&P Global’s Proposed Capital Model Changes and its Implication to U.S. Life Insurance Companies
important to understand RBC changes not only at the individual risk component, where the dominating impact from ... under $400 billion NAR. A new pandemic risk charge (Table A3 in the Appendix linked at the end of this article) ...- Authors: Yiru (Eve) Sun, Seong Weon Park, Jin-Heok John Choi
- Date: Aug 2022
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration
- Publication Name: The Financial Reporter
- Topics: Finance & Investments; Financial Reporting & Accounting
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2021-life-meeting
combining the Life & Annuity Symposium (LAS) and the Valuation Actuarial Symposium (ValAct). The Life Meeting ... Meeting will offer sessions specific to pricing and valuation as well as sessions on emerging issues relevant ...- Authors: Society of Actuaries
- Date: Aug 2021
- Competency: Communication; External Forces & Industry Knowledge; Leadership; Professional Values; Relationship Management; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Annuities; Economics; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Predictive Analytics; Reinsurance
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Modeling Home Equity Conversion Mortgages
process of interest. Our results, summarized in Table 4, show that viable HECM programs can be constructed ... The annual rate of nominal appreciation of individual houses is a key element of the HECM model.- Authors: Thomas Herzog, THERESA R DVENTI
- Date: Jan 1990
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Payout annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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2023-hot-topics-pension-return-assumptions
forecasters' CMAs? If we use asset-smoothing for valuation assets, should we use market-driven expected returns ... smoothed/average versions of them? Assumptions, Pension valuation, Capital Asset Pricing Model, Retirement Plans ...- Date: Jul 2023
- Competency: Communication; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Financial Reporting & Accounting
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A Stochastic Investment Model
fluctuations in investment values, which may change the valuation basis of some securities from an amortized basis ... The present form of the mandatory securities valuation reserve (MSVR) diminishes its usefulness when ...- Authors: John A Beekman
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models
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2023-challenges-life-annuities
At the conclusion of the first part, attendees will be able to describe sources of reserve redundancy ... products under Commissioners' Annuity Reserve Valuation Method (CARVM). Such products include Term Life ...- Authors: Erik Pronovost, Eryn Bacewich, Bingjie Li
- Date: May 2024
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Topics: Annuities; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Reinsurance
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The Merger of Mutual Life Insurance Companies
have a claim on it. Furthermore, in terms of individual policyowners, the contribution to this surplus ... of the merger in terms of marketing benefits (Table 1). Therefore, in the absence of merger, the minimum ...- Authors: Louis Garfin, L Giles, Howard H Kayton, Robert Merritt, Robert C Tookey, Charles F B Richardson
- Date: Oct 1972
- Competency: Results-Oriented Solutions; Strategic Insight and Integration
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Translating Bond Default Experience Studies into a Pricing Deduction
underlying probability of default, like a mortality table. We’ve considered the bond weighting category that ... amounts of bonds, as opposed to the data from individual companies, and we were interested in the probability ...- Authors: Application Administrator, Peter Tilley, David X Li
- Date: May 1999
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments