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The Possible Effects of Negative Interest Rates on US Life
the European Union has put further pressure on U.S. treasury rates. Sovereign interest rates in many ... or are headed toward negative territory. For the U.S., the future direction is less certain, although ...- Authors: Simpa Baiye, Richard de Haan
- Date: May 2017
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: News Direct
- Topics: Annuities>Product development - Annuities; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Capital markets; Finance & Investments>Derivatives; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Asset modeling
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A Note Regarding “Risk Neutral” and “Real World” Scenarios—Dispelling a Common Misperception
economic scenarios actually transpire (how- Circa 2000 A typical conversation between a veteran actuary ... embedded value (MCEV) or FAS133-valued variable annuity guaranteed living benefits (VAGLBs) have had to ...- Authors: Gary Hatfield
- Date: Feb 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Product Matters!
- Topics: Modeling & Statistical Methods>Asset modeling
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AERF
assumptions to be so incorrect that the Group Annuity has become a symbol to the public of the inflexibility ... more modern Group Pension products. The 1950’s and 1960’s were an age of change in the insurance industry’s ...- Authors: Application Administrator
- Date: May 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Capital management - Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Hand Over, not Fall Over: Focus on Actuarial Model Handoff
Delaware limited lia- bility partnership and the U.S. member firm of the KPMG network of independent ... complex stochastic model calculating variable annuity projections under thousands of scenarios, actu- ...- Authors: Alexander Zaidlin, Youn Kim
- Date: Apr 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Asset modeling
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Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits,
will reduce this correlation significantly. Table 12 shows that the CTE90 for “DI” slightly exceeds ... have been vibrant and exciting areas of variable annuity (VA) pricing and risk/capital management, especially ...- Authors: Mark Evans, Application Administrator
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Annuities>Variable annuities; Economics>Financial economics; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Modeling CMOs
and should become a part of Insurers?” by Andrew S. Chow, which an investment management agreement thoroughly ... the administrative system to work on January 1, 2000. Valuation and cash-flow testing of equity-indexed ...- Authors: DALE ALLEN HALL
- Date: May 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
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The Actuary Vol. 22, No. 2 After The Crash: Statistical Implications
Companies of Asset Default - C-l -Risk _ by Paye S. Albert T he life insurance industry has been under ... sepa-’ .- competition has appeared jar area, mortality, interest credited and expense allowance. At ...- Authors: Aaron Tenenbein
- Date: Feb 1988
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Economics>Financial markets; Modeling & Statistical Methods>Asset modeling
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Modeler Q&A with David Yu
peeve? A: Using the annuity module to model retirement products. The annuity module is designed for ... for an individual annuity, and it may not be equipped to model some retirement- specific fea- tures. For ...- Authors: Hoi Kwan, Donghai Yu
- Date: Nov 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Annuities>Group plans - Annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Results of Tax Modeling Survey
responses covered a broad spectrum of products (see Table 1). Almost all the companies modeled life insurance ... disability income, health insurance and AD&D. TABLE 1 Product lines covered in your response to the ...- Authors: Steven C Chamberlin
- Date: Feb 2011
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Taxing Times
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Forecasting
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Asset Modeling Challenges for VM-20 Projections
Asset Modeling Challenges for VM-20 Projections This article describes methods for ... year of the NAIC VM-20 transition period under the U.S. life insurance industry’s belt, there has been significant ...- 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