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Analysis of Methods for Determining Margins for Uncertainty Under a Principle-Based Framework for Life Insurance and Annuity Products
Analysis of Methods for Determining Margins for Uncertainty Under a Principle-Based Framework ... Principle-Based Framework for Life Insurance and Annuity Products This is a final report for a research ...- Authors: Larry Rubin, Xiaokai Shi, Nicholas Ranson
- Date: Mar 2009
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
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Insurance Risk Management at Life Insurers: Dynamically Managing Economic Cycles
14 | JUNE 2010 | Risk management R I S K R E S P O N S E ALTHOUGH NEAR-TERM SURVIVAL IS STILL ... to exercise, and others (e.g., contingent on mortality/longev- ity events) which they cannot. Historically ...- Authors: Larry Rubin, Xiaokai Shi
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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Economic Measurement of Insurance Liabilities: The Risk and Capital Perspective
guaranteed minimum death benefit (GMDB) on a variable annuity is the same as a traditional put option— the difference ... The first item, nonmarket assumptions (e.g., mortality, lapse, expenses, and morbidity), is not the ...- Authors: Larry Rubin, Randy Tillis, Michael J Lockerman, Xiaokai Shi
- Date: Mar 2009
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Finance & Investments>Economic capital; Finance & Investments>Economic value; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting
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Economic Measurement of Insurance Liabilities: The Risk and Capital Perspective
Economic Measurement of Insurance Liabilities: The Risk and Capital Perspective Insurance company ... measurement approach that incorporates the market’s view of risk and the level of compensation the market ...- Authors: Larry Rubin, Randy Tillis, Michael J Lockerman, Xiaokai Shi
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Financial Reporting & Accounting
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What is a Robust Level of Risk Capital?
R I s k M a n a g e M e n T: the current financial crisis, lessons learned and future implications ... Their skepticism makes sense. As shown in the table below, some prominent firms have asset-to-equity ...- Authors: Larry Rubin, Xiaokai Shi
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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The Word On Fair Value Accounting
worry that suspending the rules will sacrifice the U.S. financial system’s long-term equilib- rium in pursuit ... suspending fair value accounting rules will throw the U.S. financial system off its long-run equilibrium ...- Authors: Larry Rubin, Xiaokai Shi, Nadezhda Toskova
- Date: Oct 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Financial Reporting & Accounting>Fair value accounting
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Fair Value Accounting: Trouble-maker or Life-saver?
unobservable market inputs. FOOTNOTES: 1 The S&L crisis in late 1980s and early 1990s resulted in ... suspending fair value accounting rules will throw the U.S. financial system off its long- run equilibrium path ...- Authors: Larry Rubin, Xiaokai Shi, Nadezhda Toskova
- Date: Apr 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Fair value accounting