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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 ...- 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
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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