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Z-Factor Analysis Under A Principles-Based Approach For U.S. Life Insurance Products
retained by the Society of Actuaries SOA to perform certain actuarial analyses with respect to the Z-Factor ... PBA, the Z-Factor is a measure of margin in excess of the best estimate assumptions embedded in the statutory ...- Authors: John Roeger, Yiping Yang
- Date: Oct 2007
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Life Insurance>Reserves - Life Insurance
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Analysis of Proposed Principle-Based Approach
Analysis of Proposed Principle-Based Approach This report summarizes a research project examining the proposed ... and capital for life insurance. The report is a review and analysis of case studies submitted by participating ...- Authors: Karen Rudolph, Kenneth Joyce, William Sayre, Uri Sobel, Craig Roberts
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Topics: Annuities>Reserves - Annuities; Financial Reporting & Accounting>Statutory accounting; Life Insurance>Reserves - Life Insurance
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A Probabilistic Model for Life Contingencies and a Delta-Free Approach to Contingency Reserves
discusses some of the main principles of classical life contingencies generalized and formulated in the language ... language of probability theory and develops generalized and exponential reserves. From Transactions of Society ...- Authors: Gottfried O Berger, Hans U Gerber, Harry H Panjer
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development; Annuities>Reserves - Annuities; Life Insurance>Reserves - Life Insurance