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Asset Modeling Challenges for VM-20 Projections
challenges for principle-based reserve (PBR) valuation. In light of companies’ efforts to turn the page ... reserves (DR) and stochastic reserves (SR) past the valuation date is that we do not know what prescribed ...- Authors: Benjamin Slutsker, Reanna Nicholsen, Jason Kehrberg
- Date: Mar 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling