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Asset-Liability Management and Product Pricing In A Low-Interest-Rate Environment
pricing these products, you have to define your dynamic assumptions. That is an important part of pricing ... or your market rate in terms of setting up your dynamic assumptions. This is an excess lapse formula ...- Authors: Henry Ramsey, Kimberly Curley, David Weinsier, Kimberly Roalkvam
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Enterprise Risk Management>Risk measurement - ERM; Life Insurance>Pricing - Life Insurance
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Self-Funding of Health Benefit Programs
Self-Funding of Health Benefit Programs This session covers current topics of interest to self-funded ... to be an expert in this field. It's such a huge dynamic market with so many different players that it's ...- Authors: Edward Coldwell, Gregory Demars, Rich Wipperfurth, Timothy J Bowers
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health care
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The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation
The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic ... techniques and usages Conditional Tail Expectation=CTE;Dynamic simulation models;Financial reporting;Guaranteed ...- Authors: Ronald Harasym
- Date: Sep 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Financial management; Financial Reporting & Accounting; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Asset-Liability Integration, Chapter 7: Valuation of Derivative Securities
Asset-Liability Integration, Chapter 7: Valuation of Derivative Securities Generally, the assets ... here) and magnificent insight into the modern dynamic asset valuation theory. Consider now an amount ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Finance & Investments>Asset liability management
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Advanced Regulatory Topics
Advanced Regulatory Topics Regulators share their perspective on a variety of issues ... American Academy of Actuaries=AAA;Annuity reserves;Dynamic simulation models;Guaranteed living benefits=GLB;Health ...- Authors: Karen Rudolph, Ernest Johnson, Kerry Krantz, Henry Siegel, Bruce D Sartain
- Date: Sep 2002
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Actuarial Profession>Qualifications; Financial Reporting & Accounting>Statutory accounting; Public Policy
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Embedded Value
Embedded Value From a panel discussion session at the 2002 Valuation Actuary Symposium, ... assumption changes. The embedded value system is a dynamic system. We intend to use best-estimate assumptions ...- Authors: Nancy Bennett, Edward Jarrett, David E Neve, James Reiskytl, Richard J Lauria, Duncan Briggs
- Date: Sep 2002
- Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting
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General Modeling Techniques
assumptions, and work on spreadsheets for static and dynamic validation or report compilation. Maintain your ... payments, benefits, investment income, and so on. Dynamic validation is a validation of how changes in the ...- Authors: David A Ricci, Scott Kane, REBECCA LYNN BURTON
- Date: Sep 2002
- Competency: Communication>Written communication; Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Modeling & Statistical Methods
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Ask The Experts
Ask The Experts From a session at the 2001 Valuation Actuary Symposium, held in Lake Buena ... below the minimum standards. We then considered dynamic financial condition analysis. I believe the unified ...- Authors: Frank M Amrine, Andrew Bodine, Armand de Palo, Mark Freedman, Charles D Friedstat, James P Greaton, Meredith Ratajczak, William J Schreiner, Stephen N Steinig
- Date: Nov 2001
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Standards of practice; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Financial Reporting & Accounting>Tax accounting; Public Policy
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Credit Life Minimum Valuation Standard Recommendation
valuation of credit life policy reserves using the dynamic interest rate appropriate for the original term ... valuation of credit life policy reserves using the dynamic interest rate appropriate for the original term ...- Authors: Application Administrator, Society of Actuaries
- Date: May 2001
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Financial Reporting & Accounting>Statutory accounting; Public Policy
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Risky Business: Market Value of Liabilities
suspects (mortality, lapse, expense . . .) B. Dynamic C. Policyholder, borrower, corporate, competitor ... by company • lack of experience data for some (dynamic) • wide range of reasonableness • challenge of ...- Authors: David N Becker
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Financial Reporting & Accounting>Fair value accounting
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Small Company Issues
experience monthly. That seems to be far more dynamic in causing changes on a monthly basis than anything ... standard assumptions. Then you have to do your dynamic valuation, which is basically where you true up ...- Authors: Stephen Marco, John Miller, Lori A. Truelove
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Public Policy
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Enterprise Risk Management Meets Unified Valuation System
there, certainly in terms of the application of dynamic models to the regulatory process. They have implemented ... swaption program, an interest rate cap program, or a dynamic hedging program, all designed to reduce our exposure ...- Authors: Max Rudolph, Francis Sabatini, Robert Wilcox
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management
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Unified Valuation System Update
viability report. In the past, it might be called a Dynamic Financial Condition Analysis (DFCA) analysis. ... would have to do if they were going to implement a dynamic financial analysis (DFA)-type approach to financial ...- Authors: David C Jesionowski, David Sandberg, Donna C Novak, Sam H Dillard
- Date: Jun 2000
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Dynamic simulation models; Public Policy
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ZZZ and ZZZZ Update
criteria apply to optional replication, which permits dynamic hedging of an aggregation of policyholder liabilities ... the wording changed, essentially, to reflect a dynamic total portfolio hedging strategy. The other main ...- Authors: Alan Downey, Martin E Goldman, James P Greaton
- Date: Jun 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Public Policy
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Prescription Drug Update
Prescription Drug Update Presented at May 2000 Spring Meeting. Discusses trends affecting costs ... So benefit design obviously is a huge changing dynamic within the current environment. Another thing ...- Authors: Geoffrey C Sandler, Carol McCall, Lisa Behnke, Jeff Sanders
- Date: May 2000
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health care
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Retirement Needs Framework, Chapter 15: Retirement and Health - Estimates and Projections of Acute and Long-Term Care Needs and Expenditures of the U.S. Elderly Population
Retirement Needs Framework, Chapter 15: Retirement and Health - Estimates and Projections ... strategy would be to project them jointly using a dynamic model in which health, disability, and mortality ...- Authors: P J Stallard
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Modeling & Statistical Methods>Forecasting; Pensions & Retirement>Retirement risks
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Two Paradigms for the Market Value of Liabilities
Two Paradigms for the Market Value of Liabilities In this article, the current state of the liabilities ... Value of Lia'bilities 239 DUFFIE, D. 1992. Dynamic Asset Pricing Theory. Princ- eton, N.J.: Princeton ...- Authors: Robert Reitano
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Financial Reporting & Accounting>Fair value accounting
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Profiling Physician Performance
me 15 different answers. That is the type of dynamic that we have to address as people who turn data ... in the two problem physicians. An interesting dynamic is physician 9, who happens to be our medical director ...- Authors: Joel C Hoffman, David Josephson, David Terry, John C Vataha, Kelly Myers
- Date: Jun 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Ethics; Economics>Health economics; Health & Disability>Health care; Health & Disability>Health care quality; Modeling & Statistical Methods>Regression analysis; Modeling & Statistical Methods>Simulation
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Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products From a session at the Spring regional ... match or are there still unhedged risks? 2. Dynamic hedging using the mathematics of “the Greeks”: ...- Authors: Anson Glacy, Francis Sabatini, Boris Brizeli, Scott Houghton, Kevin P Guckian, Henning Hasle, THOMAS K BAUER
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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Different Views on Funding Adequacy
Different Views on Funding Adequacy Presented at June 1996 Spring Meeting. Discusses pension ... would start by saying that funding adequacy is a dynamic process, and when determining funding adequacy ...- Authors: Christopher M Bone, Richard Daskais, Malcolm P Hamilton, Marilyn Miller Oliver, William J Sohn, Stephen Lee
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Funding
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Meeting the Needs for Financial Information
Meeting the Needs for Financial Information This session is about meeting the ... standards;Asset liability management=ALM;Capital management;Dynamic simulation models;Economic value;Embedded value;Fair ...- Authors: Bruce Darling, Michael E Mateja, R Stephen Radcliffe
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Public Policy
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Amortizing Acquisition Expenses in Proportion to Premium Revenues
identifies some shortcomings of the traditional dynamic method and other published meth- ods. The paper ... explores the advantages and disadvantages of various dynamic adjustment methods under different test situations ...- Authors: Mark Evans
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Life Insurance>Expenses - Life Insurance
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Market Value Adjusted Products
Market Value Adjusted Products Presented at May 1986 Spring Meeting. This session discussion ... Annuity Reserve Valuation Method (CARVM) under the dynamic valuation law of the 1980 amendments. This means ...- Authors: William Carroll, Jan Pollnow, Donald R Sondergeld, Murray John Taylor
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Individual annuities; Life Insurance>Non-forfeiture benefits
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Insurance Company Management Reporting
Insurance Company Management Reporting Presented at October 1985 Annual Meeting. Discusses: ... provide credible information. This is a dynamic proposition and a dynamic budgeting process is a must. The ...- Authors: Gregory D Adams, William D Baldwin, Peter Bondy, Thomas G Kabele, Allan Ryan
- Date: Oct 1985
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Financial management; Technology & Applications>Analytics and informatics
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Life Insurance Tax Law
Life Insurance Tax Law Presented at May 1985 Spring Meeting. This session discussed: Overview ... 4.5 percent interest or 1980 CSO mortality and dynamic interest. Certain small companies even have the ...- Authors: Harris N Bak, Frank Buck, Timothy Harris, Norman E Hill, Mark Hopfinger
- Date: May 1985
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Public Policy
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New Method of Analyzing Existing Assets and Their Ability to Meet Future Liability Demands
New Method of Analyzing Existing Assets and Their Ability to Meet Future Liability Demands ... CHARACTERIZAT ION OF C-3 RISK, WHILE THE MODEL ING OF 'DYNAMIC' MATCHING STRATEGIES ALONG DIFFERENT SCENARIOS ...- Authors: James A Tilley
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management
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Universal Life and Indeterminate Premium Products and Policyholder Dividends
mium method of calculating reserves, but the dynamic interest method makes sense only under the retrospective ... variously called the "triangular method," the "dynamic segment method," or the "Commissioner's Annuity ...- Authors: Ted E Becker, Stephen D Bickel, Robert J Callahan, Mark Anthony Hug, Thomas G Kabele, Stephen B Moses, John Palmer, Claude Thau, John C Winter
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Tax accounting; Public Policy; Public Policy
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A Better Financing Approach for Social Security
high a price in political inflexibility. In a dynamic society, perhaps it is unrealistic and undesirable ... probably going to happen again and again, since dynamic systems do not 132 SOCIAL SECURITY FINANCING ...- Authors: Francisco Bayo, Hobson Carroll, Milton P Glanz, James C Hickman, Steven F McKay, Robert J Myers, Richard M Rasiej, Kenneth Steiner, Howard Young, A M Niessen
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge>External forces and business performance; Leadership; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Social Insurance>Social Security
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The Financial Risk to Life Insurance Companies from Changes in Interest Rates
The Financial Risk to Life Insurance Companies from Changes in Interest Rates The Society's ... and liability maturities within the model are dynamic and vary with the level of the assumed interest ...- Authors: James A Geyer, Howard H Kayton, Paul F Kolkman, Carl R Ohman
- Date: Apr 1982
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Capital - Annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Life Insurance>Capital - Life Insurance
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Matching of Assets and Liabilities
Matching of Assets and Liabilities Presentation of asset liability management techniques to better ... were determined for each of the scenarios. This dynamic approach to projecting cash flows overcomes the ...- Authors: Daniel J McCarthy, Robert H Stapleford, Vincent M Tobin
- Date: Apr 1982
- Competency: Relationship Management>Relationships and trust; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Life Insurance>Investment strategy - Life Insurance; Pensions & Retirement>Pension investments & asset liability management
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The Impact of Inflation on Insurance and Annuity Reserve Valuation: The C-3 Risk
Subcommittee's Technical Advisory Committee on Dynamic Interest and Related Matters, chaired by Charles ... Life Insurance, with particular reference to the dynamic valuation interest rate feature in the proposed ...- Authors: John C Angle, Carl R Ohman, Walter Rugland, Charles L. Trowbridge
- Date: Oct 1981
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Public Policy
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Reinsurance Trends
Reinsurance Trends This 1981 session focused on Reinsurance Trends. Questions included: ... position. Currently, the underwriting philosophy is dynamic; it changes frequently and sometimes dramatically ...- Authors: Waid J Davidson, David Holland, William K Tyler, Melville J Young
- Date: Apr 1981
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Reinsurance; Reinsurance>Marketing and distribution - Reinsurance; Reinsurance>Pricing - Reinsurance
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A Futurist's Technique in Pricing
A Futurist's Technique in Pricing In our rapidly changing world, it is becoming hopeless ... even in the far distant future. futurism Dynamic simulation models;Life insurance;Risk modeling;Stochastic ...- Authors: Claude Thau
- Date: Dec 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Actuary Magazine
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods