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Update on Valuation of Variable Annuity Guarantees
Update on Valuation of Variable Annuity Guarantees Update on statutory Valuation reserves and required ... Tail Expectation=CTE;Guaranteed living benefits=GLB;Risk-based capital=RBC;Stochastic models;Variable annuities; ...- Authors: James W Lamson
- Date: Sep 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: The Financial Reporter
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting; Public Policy
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AG43 Case Study Results - Alternative Scenario Sets
valuation and Risk Based Capital results for a sample variable annuity block of business. The valuations ... valuations were performed under the current rules and guidelines in effect until Dec. 31, 2009 and also under ...- Authors: John Froehle
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: The Financial Reporter
- Topics: Annuities>Variable annuities
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Risk Margins to the Non-Market Risks under FAS 157: Suggested Approach
Risk Margins to the Non-Market Risks under FAS 157: Suggested Approach A methodology for calculating ... calculating risk margins related to policyholder behavior risks for guaranteed living benefits on variable annuities ...- Authors: Vadim Zinkovsky
- Date: Dec 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Annuities>Variable annuities
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Calculation of the Benefit Ratio in SOP 03-1
Calculation of the Benefit Ratio in SOP 03-1 The article described two methods for calculating the benefit ... Standard of Practice SOP 03-1. Method 1 calculates the benefit ratio as the quotient of the expectation ...- Authors: Darin Zimmerman
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting
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Modeling Variable Annuity Minimum Guaranteed Death Benefits
Guaranteed Death Benefits Discussion of the biases understatement of risk/reserves that arise when aggregating ... minimum death benefits=GMDB;Modeling efficiency;Risk modeling;Variable annuities; 9159 9/1/2003 12:00:00 ...- Authors: Donald A Skokan
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation
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VA GAAP Reserving Practices—Survey Highlights
summarizes the results of the survey covering industry practices relating to the valuation of variable ... parameters used in the FAS 133/157 liability scenario generator, non-performance risk and liquidity premium ...- Authors: Society of Actuaries, Hye-Jin Kim, Laura S Gray, Aisling Metcalfe
- Date: Jun 2016
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Financial Reporter
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>International Accounting Standards Board [IASB]
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Survey results on COVID-19 effects on VA business
Survey results on COVID-19 effects on VA business A short article looking at the results from an annual ... annual assumption survey of VA writers with a focus on changes companies observed and planned to make due ...- Authors: Michael Beck, David W McLeroy, Jiajun Lu
- Date: Sep 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
- Topics: Annuities; Annuities>Variable annuities; Experience Studies & Data; Experience Studies & Data>Policyholder or participant behavior - Experience
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Segregated Funds Seminar Illuminates Equity Guarantees Risks
Equity Guarantees Risks by G. Thomas Mitchell from The Financial Reporter, February 2000, Issue No. 41. ... benefits=GMWB;Markov Chain;Policyholder behavior;Risk categories=Risk classes;Scenario generation=Scenario generators=Economic ...- Authors: G Mitchell
- Date: Feb 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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An Alternative Option-Based Approach to Calculating MRBs
2018-12 introduced a new concept called “market risk benefits” (MRBs). MRBs are a new accounting classification ... offering protection from “other than nominal market risk.” This applies to products with account values, ...- Authors: John Adduci
- Date: Dec 2019
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Guaranteed living benefits; Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Annuities>Living / Death benefit riders
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EXPOSED! Variable Annuity Stochastic Requirements
Requirements discussion of the ongoing developments in reserving and risk-based capital RBC requirements ... benefits=GMDB;National Association of Insurance Commissioners=NAIC;Risk-based capital=RBC;Scenario generation=Scenario ...- Authors: James W Lamson
- Date: May 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy