1
-
4
of
4
results (0.42 seconds)
Sort By:
-
EXPOSED! Variable Annuity Stochastic Requirements
EXPOSED! Variable Annuity Stochastic Requirements discussion of the ongoing developments in reserving ... annuities including stochastic scenario projections Annuity reserves;Conditional Tail Expectation=CTE;Financial ...- Authors: James W Lamson
- Date: May 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
-
Update on Valuation of Variable Annuity Guarantees
Update on Valuation of Variable Annuity Guarantees Update on statutory Valuation reserves and required ... variable annuities with living benefit guarantees Annuity reserves;Conditional Tail Expectation=CTE;Guaranteed ...- Authors: James W Lamson
- Date: Sep 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: The Financial Reporter
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting; Public Policy
-
Actuarial Guideline XXXIV/Minimum Guaranteed Benefits for Variable Annuities
done in the guaranteed living benefits area. Annuity valuation;Assumptions;Guaranteed minimum accumulation ... benefits=GMIB;Guaranteed minimum withdrawal benefits=GMWB;Mortality risk; 18819 1/1/1998 12:00:00 AM ...- Authors: Thomas Campbell, Timothy J Ruark
- Date: Jan 1998
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Public Policy
-
Minimum Guaranteed Benefits on Variable Annuities
Minimum Guaranteed Benefits on Variable Annuities 2003 Valuation Actuary Symposium, San ... on VA death and living benefits, the Academy's work on a non-formulaic, RBC standard and GAAP developments ...- Authors: James W Lamson, John M O'Sullivan, Timothy Hill
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Public Policy