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Equity-Indexed Annuities - Reserving and Account Issues
Equity-Indexed Annuities - Reserving and Account Issues 1996 Valuation Actuary Symposium. ... testing issues. Acquisition expenses;Annuity reserves;Annuity valuation;Cash flow testing;Derivatives;Financial ...- Authors: Application Administrator, Alan Downey, Lilia Sham, John Santosuosso
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Equity-Indexed Products-Design, Pricing and Hedging Part I
equity-indexed products has been mushrooming in both the U.S. and Canada. Equity-indexed annuities (EIAs) have ... results target market and customer needs life versus annuity products SEC issues policy forms market conduct ...- 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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Equity-Indexed Products: Managing the Beast
Moderator: ANSON J. UJAY) GLACY JR. Panelists: ANDREW S. CHOWt ANSON J. UJAY) GLACY JR. JEFFREY J. LOBOt ... Copyright © 1999, Society of Actuaries tMr. Andrew S. Chow, not a member of the sponsoring organizations ...- Authors: Anson Glacy, Stephen Stone, Jeffrey J Lobo, Andrew S Chow
- Date: Oct 1998
- 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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Assessing Regime Switching Equity Return Models
used to assess the fit of several models to the S&P 500 log‐returns. We then complement this analysis ... innovations. Section 5 then assesses the models using the S&P total return index. This is done by first examining ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Finance & Investments; Modeling & Statistical Methods
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An out-of-sample analysis of investment guarantees for equity-linked products: Lessons from the financial crisis of the late-2000s
Overview of data and models • Data: log-returns on the S&P 500 Total Return Index – Period: February 1956 ... in-the-money • The worst cumulative returns on the S&P 500 (TR) on a horizon of 10 years or less generally ...- Authors: Mathieu Boudreault, Maciej Augustyniak
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Variable annuities; Finance & Investments