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Management Uses of Cash-Flow Testing
forecasting, and, in recent years, I have worked on dynamic financial condition analysis. The session program ... stochastic interest rate generator, coupled with dynamic lapse assumptions, is a great tool for determining ...- Authors: Nancy Bennett, Glen Keller, Craig Reynolds
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Financial Reporting & Accounting
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Deferred Annuity Modeling Issues
rates stayed level or went down. It's the same dynamic; the question is, how do you define it? Equity ... when it's 50%/50%. The model should also have dynamic lapse and transfer. You must factor in the fact ...- Authors: Meredith Ratajczak, Francis Sabatini
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Modeling & Statistical Methods
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Regulatory Topics
1997 issues, which was 5.5%. I looked at the dynamic valuation law, which was 4.5%. I called the actuary ... the valuation date, then perhaps they need to do dynamic solvency testing. If they say that the rates ...- Authors: Larry M Gorski, Mark Greene, Kerry Krantz
- Date: Sep 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting
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Table of Contents
Table of Contents This is the table of contents for the 1998 Valuation Actuary Symposium. N/A; ... Jackson. Moderator Mel Stein Larry, White Dynamic Financial Condition Analysis Update James F. Reiskytl ...- Authors: Society of Actuaries
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting
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Professionalism and Statements of Actuarial Opinion
the directors that he has done so. The Annual Dynamic Condition Adequacy Testing, which we call DCAT ... the regulator. DCAT's American counterpart is dynamic solving testing (DST). However, starting January ...- Authors: Sam Gutterman, W Paul McCrossan, Robert G Meilander, Herbert S Wolf
- Date: Sep 1998
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession>Standards of practice
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Equity-Indexed Modeling
I'll discuss setting assumptions, including dynamic behavior. After that, I'll briefly touch on economic ... interest or equity product is what to do about the dynamic surrender assumption. I think there are some general ...- Authors: Alan Downey, Duc Ho, Scott Houghton
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods
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Life and Annuity Valuation Issues
VALUATION ISSUES MR. R. THOMAS HERGET: We have a dynamic panel consisting of Donna Claire and Jim Greaton ... floor) in the UVS. We do anticipate preparing a dynamic financial condition analysis. We'll be calling ...- Authors: James P Greaton, R Thomas Herget, Donna Claire
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting
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Practitioners' Forum
Practitioners' Forum This open forum at the 1998 Valuation Actuary Symposium provides an ... regulatory requirement now and proposals for a dynamic financial condition opinion similar to that of ...- Authors: Michael E Mateja, Howell M Palmer, Craig R Raymond
- Date: Sep 1998
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession; Financial Reporting & Accounting
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Mergers and Acquisitions/Appraisals
Mergers and Acquisitions/Appraisals This session at the 1998 Valuation Actuary Symposium ... distribution capability, and so on. Deal pricing is dynamic and responsive to changing market conditions, and ...- Authors: Meredith Ratajczak, Bradley M Smith, Michael Hughes
- Date: Sep 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Let's Make a Deal: Life and Health Mergers and Acquisitions
acquisition is going to affect stock price is a dynamic analysis. i don't mean to imply that it's cutanddry ... there's a somewhat new school of economics, the Dynamic Financial Analysis School, that believes you should ...- Authors: Charles Carroll, Herbert E Goodfriend, William R Horbatt
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Life Insurance
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Millennium Underwriting
Millennium Underwriting Panelelists at this session at the SOA 1998 Maui I Spring Meeting ... underwriting services at Northwestern Mutual. We have a dynamic and powerful group, and we've met four times.- Authors: Application Administrator, Henry C George, H Michael Gaines
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance>Underwriting - Life Insurance; Technology & Applications
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Bad Behavior: Policyholder and Interest Rates
and customer behavior, in general, are part of a dynamic process. This is a process that you're probably ... that marketing strategy is going to feed into a dynamic system that involves the crediting strategy, lapses ...- Authors: Klaus Shigley, Kenneth Mungan
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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The Effective Consultant: Those [Plan] Designs, They Are A' Changing
The Effective Consultant: Those [Plan] Designs, They Are A' Changing Panelists at this ... Internet is going to be a very aggressive and dynamic form of self-sufficiency system, particularly for ...- Authors: Silvio Ingui, Jeffery A Lanzet
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Hybrid plans
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Ten Years Later: The Investment Asset/Liability Management Actuary
role to one that, in theory, could be much more dynamic. I don't see that assertion as unachievable at ... Thoraclius: I'd like to pick up on that last word "dynamic." I don't see anyone else who is grabbing the ...- Authors: Steven Miller, Francis Sabatini, Robert E Rachlow, Application Administrator
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Finance & Investments
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Fair Value of Insurance Liabilities
Fair Value of Insurance Liabilities This session at the SOA 1998 Maui I Spring Meeting ... Stanford. His duties include cash-flow testing, dynamic surplus matters, and risk management responsibilities ...- Authors: Application Administrator, Steven H Mahan, S Michael McLaughlin, David A Ricci
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Fair value accounting
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Design a Stochastic Valuation/Forecast System
financial intermediaries. One step below are the dynamic asset and liability systems that come out of stochastic ... investors who have conservative strategies. There are dynamic approaches that look at surplus optimization or ...- Authors: Richard Wendt, Chris K Madsen, John M Mulvey
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension investments & asset liability management
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Risky Business: Covering Your Assets
Using key rate durations, which actually is a dynamic hedge tool, is not going to give you a permanent ... distribution approach scenario analysis. That includes dynamic financial analysis and evaluating risk analysis ...- Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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Strategic Asset Allocation for Pension Plans
fine to start out, but the pension plan is a dynamic sort of animal. The 60/40 may not be the appropriate ... asset allocation, do some additional analysis for dynamic hedging. If you have an investment strategy that ...- Authors: Bryan Boudreau, Craig A Voelker, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Equity-Indexed Products: Now That You Have Them, What Are You Going To Do With Them?
Equity-Indexed Products: Now That You Have Them, What Are You Going To Do With Them? This ... you delta hedge or do you try to create a total dynamic hedge where you're matching all the Greeks including ...- Authors: Jean Liebmann, Application Administrator, Ann R Bryant
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities
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Expenses and Pricing
Expenses and Pricing Sam Gutterman presents his paper, 'Expenses and Pricing', ... will be needed in the future. It has to be a dynamic process that always factors in your best judgement ...- Authors: Sam Gutterman, Katherine Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
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Current Events in Financial Reporting
Current Events in Financial Reporting 1998 SOA Spring Meeting, Maui. Panelists addressed recent, ... and the so-called state prevailing rate or the dynamic valuation interest rates that we're all familiar ...- Authors: Frank Buck, Charles D Friedstat, R Thomas Herget, Craig R Raymond
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting; Public Policy
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Weird Science: Dissection of Derivatives
Weird Science: Dissection of Derivatives Panelists at this session of the SOA 1998 Maui I Spring ... want to use your entire portfolio and create a dynamic hedging scheme to hedge the derivatives that ...- Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Managing the People Who Manage the Money
returns of generating that? Look at that as a dynamic tension. That's not something I think most of ... opportunity really arises- understanding that dynamic tension between what you paid for versus what you ...- Authors: Elizabeth Ward, Thomas J Hughes, Patricia W Wilson
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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International Valuation Systems: Keeping Up With the Jones/Chens/Muellers/Santos/Mourads
that like dynamic solvency? Ms. Shao: Yes, this is like the dynamic solvency or dynamic financial condition ... alternatives. This can be thought of as a kind of dynamic financial condition analysis, and we must determine ...- Authors: Daniel J Kunesh, Shirley Hwei-Chung Shao
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting; Global Perspectives
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Rethinking The Valuation Process
Rethinking The Valuation Process Panelists at this session of the SOA 1998 Maui I Spring ... that we're going to be talking about in terms of dynamic financial condition analysis (DFCA), that's intentional ...- Authors: Larry M Gorski, James Reiskytl, Robert E Wilcox
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
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Evaluating Life Insurance Companies From the Outside
Evaluating Life Insurance Companies From the Outside This session at the SOA 1998 Maui ... insurance sector has been evolving and is a dynamic rather than static business today. In the not-too-distant ...- Authors: Deborah A Gero, John Ladley, Deanne L Nezas, David S Kimmel, James H Overholt
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting
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Overview of Insurance Industry Issues and the Role of the Actuary
Overview of Insurance Industry Issues and the Role of the Actuary 1998 SOA Spring Meeting, ... challenges that when taken together herald a period of dynamic evolution that is radically changing our position ...- Authors: Anna M Rappaport, Carroll A Campbell
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession
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Creating Shareholder Value in the New Millennium
value creation and in particular, the subject of dynamic financial analysis, which I'm sure most of you ... organization and how it's going to compete in a dynamic financial services marketplace. Based on the companies ...- Authors: Michael Hughes, Michael Albanese, Patrick Finnegan, Tim Freestone
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting
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Current Issues in Sales Illustrations
Current Issues in Sales Illustrations Panelists at the SOA 1998 Maui I Spring Meeting discuss new ... methods of testing. At the company level, it's dynamic. At the product level, it's static simplified ...- Authors: John D Branscomb, Donald E Fritz, David Karo, Wm Harold Phillips, Forrest A Richen, Roger K Wiard-Bauer
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance
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Equity-Indexed Annuities: Regulatory Issues
Equity-Indexed Annuities: Regulatory Issues This session at the SOA 1998 Maui I Spring Meeting ... your options strategy or hedge strategy on a dynamic basis. Finally, one has to consider the modeling ...- Authors: Errol Cramer, Donna Claire, Noel Abkemeier
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities
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Retirement Plan Consulting Challenges in the Pacific Rim
Retirement Plan Consulting Challenges in the Pacific Rim Panelists discuss the implications of ... everything that goes along with that. It's a very dynamic community. People love to make money and want ...- Authors: Yuan Chang, Leslie Lohmann, Thomas Jaros, Jeffrey P Newnam
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
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Introduction to Value-At-Risk
the P&C side, we're seeing a lot of interest in dynamic financial analysis -simulation techniques to ... clients to try to help them take the results of dynamic financial analysis and roll them up into a related ...- Authors: Edward P Mohoric, Deborah K Orlando, Mark C Abbott
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Value at risk - Finance & Investments
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Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital
good bridge between valuation actuary testing and dynamic financial condition analysis. National Life, ... many other companies, has a bit of work to do on dynamic financial condition analysis, but i think risk-based ...- Authors: Michael J Hambro, Alastair G Longley-Cook, David Sandberg, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy
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Gross Premium Valuations
as you think it should be, you tweak it. In dynamic validation you should be doing things like saying ... well the model is doing. We're working toward dynamic validation. It might not be going as well as it ...- Authors: Peggy Hauser, Robert Cumming, Ross Bagshaw
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Health & Disability>Disability insurance; Health & Disability>Health insurance; Long-term Care>Long-term care insurance; Reinsurance>Long-term care reinsurance
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Ask The Experts
dramatically. The dynamic formulas that a lot of companies are using are probably not dynamic enough or they ... the issues that we have discussed, like the dynamic lapse assumption, policyholder behavior, and many ...- Authors: David N Becker, Donna Claire, Craig R Raymond, Stephen A J Sedlak
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Public Policy
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Practical and Theoretical Considerations in Strenghening Reserves Based on Cash-Flow Testing
Insurance Holding Company Act. Very little static or dynamic validation was ever performed. A representative ... purposes? Are companies validating the resulting dynamic 1terns like surrenders and death benefits, renewal ...- Authors: Karen Rudolph, Gerald A Lockwood, Stephen A J Sedlak, Stephen A Zonca, Stephen M Finley
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Reserves - Life Insurance
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Real-Time Stochastic Analysis
Real-Time Stochastic Analysis 1998 Valuation Actuary Symposium. The panelists discussed how ... asset liability management is synonymous with a dynamic financial analysis and quantitative risk management ...- Authors: Frederick W Jackson, Mel Stein
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
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New UVL Update
New UVL Update 1998 Valuation Actuary Symposium. The panelists provided background about the Unified ... appointed actuary would have to certify that a dynamic financial condition analysis (DFCA) report, had ...- Authors: Arnold Dicke, Meredith Ratajczak, Robert Wilcox
- Date: Jan 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Public Policy
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New Frontiers in Assest/Liability Management
Asset/liability management is really synonymous with dynamic financial analysis--which is really quantitative ... property and casualty (P&C) arm is picking up dynamic financial analysis (DFA) as a quantitative analytical ...- Authors: Anson Glacy, Frederick W Jackson, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
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Economic Scenario Generators ESG and Actuarial Practice
Economic Scenario Generators ESG and Actuarial Practice 1998 Valuation Actuary Symposium. The ... this, but the bottom line is you may get a new dynamic link library (DLL) from a vendor, and your code ...- Authors: Michael F Davlin, Mark S Tenney, Steven Craighead, Hongfei Zhang, Vladimir S Ladyzhets
- Date: Jan 1998
- Competency: Results-Oriented Solutions
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
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Equity-Indexed Product Management
assume that lapses are 2°/'0 a year. There are no dynamic assumptions on lapses at this point. This illustrates ... our product, that would be fine. We're doing a dynamic hedging program. The problem is the time steps ...- Authors: Michael J Hambro, Jean-François Poulin, Craig Fowler
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Financial Reporting & Accounting>Statutory accounting; Public Policy
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Dynamic Financial Condition Analysis Update
Dynamic Financial Condition Analysis Update 1998 Valuation Actuary Symposium. Dynamic Financial ...- Authors: Michael Eckman, James Reiskytl, Craig Reynolds, Norman J Zwitter
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Public Policy
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Reinsurance of Equity-Indexed Annuities
Reinsurance of Equity-Indexed Annuities In session 140 PD of the Washington ... responsibilities themselves to the reinsurer. This is a very dynamic process in the sense that the assets and liabilities ...- Authors: W David Fairhall, Melvin C McFall, Application Administrator, Inger Harrington, Mary J Bahna-Nolan
- Date: Oct 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Reinsurance
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Dynamic Financial Condition Analysis Update
Dynamic Financial Condition Analysis Update In session 120IF of the Washington Annual Meeting panelists ... panelists discuss latest developments related to Dynamic Financial Condition Analysis. From the Record of ...- Authors: William J Bugg, Michael Eckman, Stephen Reddy, James Reiskytl, Craig Reynolds
- Date: Oct 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Current Developments in Financial Reporting
NAIC RBC & AVR 4. Asset Adequacy Analysis 5. Dynamic Financial Condition Analysis 6. Present Value ... TABLE 3 LIST OF TOOL CHARACTERISTICS 1. Static or dynamic 2. Unique result? 3. Ease of auditing 4. Ease of ...- Authors: Arnold Dicke, Shirley Hwei-Chung Shao, William C Weller, Robert E Wilcox
- Date: Oct 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Statutory accounting; Global Perspectives
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Recent Activity of the Life Practice Council
consider the work of the insurer's viability and the dynamic financial condition analysis approach to determining ... the valuation task force is literally taking the dynamic financial condition analysis approach and making ...- Authors: David J Christianson, Arnold Dicke, James Hohmann, Donna Claire, William C Koenig, Cande Olsen, Craig R Raymond, Walter Rugland, Henry Siegel, Robert E Wilcox, Christine M. Cassidy
- Date: Oct 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Professional associations
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Practitioners' Forum I
issue is also related to the broader issue of dynamic financial solvency analysis. Such analysis is ... panel's view and the view of others as to the dynamic financial condition analysis (DFCA) work that the ...- Authors: Alastair G Longley-Cook, Michael E Mateja, Barry L Shemin
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Variable Annuities - Modeling Issues
Variable Annuities - Modeling Issues This session at the 1997 Valuation Actuary Symposium focuses ... of annuity business, testing the effects of dynamic lapses would be highly desirable. A final point ...- Authors: Thomas Campbell, Harry R Miller, Duncan Briggs
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods
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Health Cash-Flow Testing
Health Cash-Flow Testing 1997 Valuation Actuary Symposium, Session 5 explores health cash-flow ... do it as part of our dynamic capital adequacy testing. The NAIC calls it dynamic solvency testing. As ...- Authors: Kenneth Hammond, Donna C Novak, Kevin J Borchert
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Health & Disability; Modeling & Statistical Methods
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Practical and Theoretical Considerations in Strengthening Reserves Based on Cash-Flow Testing
currently. If we get into things like dynamic solvency testing or dynamic financial condition analysis (which ... asset adequacy analysis. Let's say you're doing dynamic financial analysis or you're doing pricing. You're ...- Authors: Sue Collins, Edward Robbins, Stephen A J Sedlak, Vincent Zink
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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Practitioners' Forum II
you do some of this. I 'm not an expert on the Dynamic Financial Condition Analysis Handbook, that the ... requirements going to be put on us as a profession? Dynamic solvency is something that has had a lot of discussion ...- Authors: Gerald A Lockwood, Robert A Lyle, S Michael McLaughlin, Stephen N Patzman
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Market Value Measures: Duration Analysis and Economic Surplus
Market Value Measures: Duration Analysis and Economic Surplus 1997 Valuation Actuary Symposium, ... volatility of rates, changes in base lapse rates or dynamic lapse behavior. This approach has been found ...- Authors: David N Becker, Cindy L Forbes, Frederick W Jackson, Douglas A George
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Life Modeling
values in the model against the actual. With dynamic validation, you are usually looking at the moving ... one here, which is really kind of a subset of dynamic validation, called back testing. When you're ...- Authors: Harold Forbes, Thomas Nace, Louis M Pirog, Douglas Knowling
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Advanced Topics in Annuity Modeling
representative nonlevel scenarios to test the various dynamic elements of the model. Look at whether the crediting ... this -- the base lapse rate and, of course, the dynamic element. Both of these are extremely important ...- Authors: Francis Sabatini, Peter Tilley, Russell Osborn
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Modeling & Statistical Methods
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Establishing the M in ALM
think about it, is the only prospective and dynamic information system available to them. All the earnings ... to be retrospective, and they tend not to be dynamic. This becomes a platform where management can get ...- Authors: Francis Sabatini, Albert Sekac
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Equity-Indexed Products: Valuation Issues
example than just saying the words is, using some dynamic lapse formulas that we've developed. Again, there's ... If the market drops 30%, then I run through my dynamic lapse formula and this gives me a relative feel ...- Authors: Application Administrator, Errol Cramer, Edwin Reoliquio Raquel, H Shumrak
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Equity-indexed annuities
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Asset Modeling Concepts
defining the static spread, but also what is the dynamic solution between interest rates and yield spreads ... Practice Nos. 7 and 14, the Practice Notes, the Dynamic Financial Condition Analysis Handbook and even ...- Authors: Elizabeth Ward, David E Canuel
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Equity-Indexed Products-Design, Pricing and Hedging Part I
and the call approach. There is replication and dynamic hedging. You may recall from one of your actuarial ... your capabilities. A solution for you might be dynamic hedging. This is basically the way people like ...- Authors: Alan K Ryder, Lilia Sham, Charlene Marie Barnes
- Date: Jun 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Setting Retention Limits for Individual Life and Disability Income Reinsurance
Setting Retention Limits for Individual Life and Disability Income Reinsurance In session 28TS ... they're out there. This actually is a type of dynamic solvency testing. Everything goes in, you do some ...- Authors: Robert Beal, James L Sweeney, Richard Letarte
- Date: Jun 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Reinsurance
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Opportunities for the International Actuary
Opportunities for the International Actuary Panelists discuss actuarial opportunities in foreign ... Pinochet is the reason Chile is one of the most dynamic economies in the world today. So read the history ...- Authors: Sue Collins, A David Pelletier, Michael Gabon, Martyn Irving Gilling
- Date: Jun 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Global Perspectives
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Management of Insurance Company Risk
spread pressure issue is obviously an important dynamic for any company doing this type of testing. For ... of time each year trying to understand how that dynamic has changed, and to look at different stress scenarios ...- Authors: David Carlson, Gerald A Lockwood, Alastair G Longley-Cook, H Shumrak, David W Morris, Kenneth S Roberts
- Date: Jun 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Anatomy of an Earned-Interest Rate
“Exhibit 2” rate are long gone; an earned rate is a dynamic reflection of assets such as collateralized mortgage ... because we’re moving from static simplicity to dynamic complexity. A related item is that the yield rate ...- Authors: Paul A Hekman, R Thomas Herget, Thomas R Kochis, Lawrence R Zeno
- Date: Jun 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting
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Fixed and Variable Annuity Persistency Experience
testing assumptions and essentially setting the dynamic interest rate lapse mechanism. Could you comment ... just wondering if you could speak to setting the dynamic lapse assumptions. In other words, during cash-flow ...- Authors: Peter B Deakins, Eric Sondergeld
- Date: Jun 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Policyholder behavior - Annuities
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Futurism 101
Futurism 101 Panelists discuss common Futurism techniques, and how these techniques can be used ... duty kind of modeling are using some nonlinear dynamic thinking and programming to be able to understand ...- Authors: E Tom Hughes, Peter C Bishop
- Date: Jun 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Professional development
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Health Actuaries and the Internet
information becomes more focused. The Internet is a dynamic database of information, but it is not just in ... our NHIRC site as well. There's the issue of dynamic versus static sites, particularly, regarding health ...- Authors: Jeffrey Allen, Mark Epstein, James R Weiss
- Date: May 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability; Technology & Applications
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Physician Incentive Programs
Physician Incentive Programs Panelists at this session of the SOA 1997 Palm Desert Spring ... location and then the structure of the managed care dynamic in your marketplace are all going to impact how ...- Authors: Larry Pfannerstill, Martin Staehlin, Application Administrator
- Date: May 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance
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Alternate Delivery of Disability Coverage
always find ourselves in. Some companies are more dynamic than others, but certainly at Liberty we looked ... pre-underwriting or preselection of the carrier? That’s the dynamic that is going to change an old traditional carrier ...- Authors: Dale Johnson, Stephen Maher, Timothy J O'Donnell, Richard C Zenker, Darnell Dent, Margaret Sullivan
- Date: Oct 1996
- Competency: Strategic Insight and Integration>Strategy development
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance
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Strategic Management of Insurance Company Risk
Strategic Management of Insurance Company Risk Presented at October 1996 Annual Meeting. This ... progress for many years to come. It’s a very dynamic and constantly mutating topic that’s very difficult ...- Authors: Helen Galt, Craig R Raymond, C Nelson Strom, Mary Gottschalk
- Date: Oct 1996
- Competency: Strategic Insight and Integration>Management partnership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Doing Business in the East Asian Life Insurance Market
and (c) building the business. 5. A capable and dynamic alignment of management structure with the executive ... opinion on financial health Cash-flow testing, dynamic-solvency testing, or other techniques are specified ...- Authors: Chiu-Cheng Chang, Stephen Conwill, Kermitt Cox, Leo Herbers
- Date: Oct 1996
- Competency: Strategic Insight and Integration>Strategy development
- Publication Name: Record of the Society of Actuaries
- Topics: Global Perspectives>Multinational companies
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Actuarial Opportunities in the 1990s and Beyond
So what is career planning? Well, it's a dynamic process to help you determine what it is you love ... companies do own them. So it was felt that doing dynamic solvency testing for trust companies would be a ...- Authors: David Fishbaum, Peter Hepokoski, Teresa Michalewicz, Azmina Jiwani
- Date: Oct 1996
- Competency: Communication; Leadership>Influence
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Actuarial Profession>Competencies; Actuarial Profession>Management skills; Actuarial Profession>Professional development
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Update - Futurism 101
Update - Futurism 101 Presented at October 1996 Annual Meeting. An update on Futurism Section activities ... use these techniques in their day-to-day work. Dynamic simulation models; 17296 10/1/1996 12:00:00 AM ...- Authors: E Tom Hughes, Alan Mills, Peter C Bishop
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Forecasting
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Investment Strategy Formulation and Implementation
impor- tant if you want to take into account the dynamic flows back and forth between general and separate ... Distribution VII. Sensitivity Testing A. Dynamic Feedback Information B. Change Assumptions ...- Authors: Dennis Carr, Frederick W Jackson, Harry R Miller, Albert Sekac, Michael Hughes, Andrew S Chow
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Dynamic Financial Condition Analysis Handbook Task Force
Dynamic Financial Condition Analysis Handbook Task Force Presented at October 1996 Annual Meeting. ... in Canada, and current research to support the Dynamic Financial Condition Analysis Handbook. Asset liability ...- Authors: William J Bugg, Michael Eckman, James Reiskytl, Judy L Strachan
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Financial management; Modeling & Statistical Methods
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Canadian Financial Reporting Topics
can share with the industry. Finally there’s dynamic capital adequacy testing (DCAT) for deposit taking ... currently concerned with are things like disclosure, dynamic solvency testing (DST) opinions, and the exclusion ...- Authors: Mike Lombardi, Daniel Barron
- Date: Oct 1996
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
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Managed Disability - The Wave of the Future?
Managed Disability - The Wave of the Future? Presented at October 1996 Annual Meeting. Speakers ... of data that you are dealing with becomes very dynamic, and I think an enormous challenge is going to ...- Authors: Thomas Corcoran, John Dawson, Ted Haslam, Jacalyn Reinberg
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance