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  • A Two-decrement Model for the Valuation and Risk Measurement
    A Two-decrement Model for the Valuation and Risk Measurement This presentation develops an integrated ... pricing and capital requirement calculation. Risk measurement;annuities;modeling 6442482022 4/26/2018 12:00:00 ...

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    • Authors: YIXING ZHAO, ROGEMAR SOMBONG MAMON, Huan Gao
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
  • Deferred Annuity Modeling Issues
    Deferred Annuity Modeling Issues This session at the 1998 Valuation Actuary Symposium discusses issues ... behavior;Scenario generation=Scenario generators=Economic scenario generators;Variable annuities; 18171 ...

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    • Authors: Meredith Ratajczak, Francis Sabatini
    • Date: Sep 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Modeling & Statistical Methods
  • Advanced Topics in Annuity Modeling
    Denver for about 17 years now. The first 11 years were spent on the product side, so I was pricing products ... moved over to the corporate side and realized all the mistakes I've been making for the first eleven ...

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    • Authors: Francis Sabatini, Peter Tilley, Russell Osborn
    • Date: Sep 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Modeling & Statistical Methods