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Session 45: Dynamic Hedging - Fair Valuation for FAS 133
and a certified financial planner. And he is an annuity product development actuary with Protective Life ... going to talk about the application of 133 to annuity products. I will speak briefly on valuation methods ...- Authors: Ejaz Haroon, Martin Hall
- Date: May 2002
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Fair Value of Insurance Liabilities
PETER DURAN Panelists: FREDERIC W. CORWIN, JR. S. MICHAEL MCLAUGHLIN ROBERT C. WILKINS† Recorder: ... involved in a notion of insurance—there’s no mortality risk. This just gives you a little bit of an ...- Authors: Frederic W Corwin, J Duran, S Michael McLaughlin, Robert C Wilkins
- Date: Jun 1996
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Fair value accounting
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Fair Value Accounting
single premium immediate annuity (SPIA). In this case, the duration of the annuity is about ten, the duration ... The duration of the asset that’s backing this annuity is about five, so the assets are shorter than the ...- Authors: Application Administrator, Luke Girard, George Silos, Douglas W Johnson
- Date: Oct 1996
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Fair value accounting
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Fair Value of Insurance Liabilities
rates he would use, for example, on mortality. Because mortality is basically a diversifiable risk, you ... risk there. Maybe if we have a recession, the mortality might go up slightly. Some small margin gets ...- Authors: Douglas Doll, Irwin T Vanderhoof, Zain Mohey-Deen, Robert C Wilkins
- Date: May 1996
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]