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  • Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling
    Interest Rates in Stochastic Modeling Discusses the interactions between dynamic lapses and interest ... rates=Lapses;Persistency;Scenario generation=Scenario generators=Economic scenario generators; 10581 6/1/2010 12:00:00 ...

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    • Authors: Yuhong Xue
    • Date: Jun 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Product Matters!
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
  • Attention Life Insurance Actuaries! Standard & Poor’s Needs You and C-3 Phase II for its Insurance Capital Model
    Ratings Services has established criteria to adopt the NAIC’s stochastic approach to variable annuity risk ... replaces existing static charges, better reflects the products’ risk. Capital management;Risk-based c ...

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    • Authors: Gregory Gaskel, David Ingram
    • Date: Feb 2008
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models