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  • 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 ...

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    • 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 ...

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    • 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 ...

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    • 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 ...

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    • 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