Description: 1996 Valuation Actuary Symposium Proceedings - Table of Contents

Description: Discusses the evolution of the Valuation Actuaries Symposium since the 1980s.

Description: it discusses the framework and modeling of the market consistent valuation of fixed indexed annuity, against the backdrop of the convergence of accounting standards and internal risk management.

Description: 2021 Life Meeting - Session 8E: Insurance M&A Valuation Methodologies and Considerations 9.1.21 Recording

Description: 1996 Valuation Actuary Symposium. Topics discussed in this session included developing an approach to quantifying C-3 risk and exploring ways to improve the C-3 component of the NAIC RBC formula.

Description: This paper introduces the symbolic valuation, a stochastic valuation which allows flexible interest rate and cash flow assumptions, and provides an illustration which values a simple SPDA product. From Actuarial Research Clearing House 1992, Vol. 1.

Description: This is an abstract of the paper entitled 'Axioms for the Valuation of Payment Streams: A Topological Vector Space Approach' by Approach by S. David Promislow. From Actuarial Research Clearing House, 1994, Vol. 1

Description: There will be inflection points in the value of an instrument when interest rates change. These inflection points could materially impact the approximation of value change using ALM metrics. In this part of the seven-part series, I will highlight: • How to identify the inflection points; • the range of rate changes where ALM metrics may be relied upon i.e., the “validity” range, outside of which recalculation of the ALM metrics is required and the potential that one needs to rebalance the portfolio; • a technique to improve on the approximation of value change beyond the validity range; and • a technique to convert non-linear change on the yield curve to be used with duration and convexity.

Description: Table from an article from The Actuary Magazine entitled Outsourcing of General Account Investments.

Description: Irish actuary and professor explains his hypothesis that actuaries, as practitioners, are reluctant to adopt the theories of financial economists unless the models on which the theories are based fit the actual data the actuaries have.