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Deferred Annuity Modeling Issues
Deferred Annuity Modeling Issues This session at the 1998 Valuation Actuary Symposium discusses issues ... issues related to variable and fixed deferred annuity modeling. Asset allocation;Fixed income annuities;Guaranteed ...- Authors: Meredith Ratajczak, Francis Sabatini
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Modeling & Statistical Methods
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Advanced Topics in Annuity Modeling
Advanced Topics in Annuity Modeling 1997 Valuation Actuary Symposium, Session 21 looks at advanced topics ... topics in annuity modeling. Asset liability management=ALM;Asset modeling;Investment strategy;Lapse ...- Authors: Francis Sabatini, Peter Tilley, Russell Osborn
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Modeling & Statistical Methods
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Variable Annuities - Modeling Issues
issues with respect to variable annuity modeling is also discussed. Annuity reserves;Deterministic models;Generally ... Principles=GAAP;Guaranteed minimum death benefits=GMDB;Mortality assumption;Persistency;Policyholder behavior;Scenario ...- Authors: Thomas Campbell, Harry R Miller, Duncan Briggs
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods
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Applied Modeling Concepts
distinctions between types of variable annuity guarantees, stochastic mortality, stochastic-on-stochastic modeling ... benefits=GMIB;Lapse rates=Lapses;Life reinsurance;Mortality assumption;Mortality modeling;Policyholder behavior;Stochastic ...- Authors: Ronald Harasym, Becky Grant, REBECCA LYNN BURTON
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table
Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table 1996 Valuation Actuary ... vs. Risk-Based Capital: Developing a Methodology/Table 1996 Valuation Actuary Symposium. Topics ...- Authors: Dennis A Deeter, Larry M Gorski, Michael E Mateja, Stephen A J Sedlak, Michael L Zurcher, Michael Scott Smith, Lloyd Spencer
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Equity-Indexed Modeling
Equity-Indexed Modeling This session at the 1998 Valuation Actuary Symposium discusses ... and derivatives associated with the annuities. Annuity reserves;Asset modeling;Assumptions;Derivatives;Discount ...- Authors: Alan Downey, Duc Ho, Scott Houghton
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods
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Session 68 - Products Across the Valuation Manual: Comparing PBR to PBR
differ. This session will scan the life (VM-20) and annuity (VM-21, VM-22) PBR standards across the Valuation ... planning, pricing, and projections across life and annuity businesses. Principles-based reserves=PBRAnnuity ...- Authors: Jason Kehrberg, Reanna Nicholsen, Benjamin Slutsker
- Date: Sep 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Risks in Investment Accumulation Products: Recent Research
_________________________________ *Copyright © 2000, Society of Actuaries Note: The charts referred ... contracts that we have at Great West Life and Annuity. Steve Miller is vice president of derivatives ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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Asset/Liability Management
insurance companies, and I work with the life and annuity clients. My main job is to help those clients who ... about things like actually putting hedges on your annuity line of business. Is there any internal hedging ...- Authors: Mark Davis, Frederick W Jackson
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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A Corporate Model for GAAP, et Cetera
now, to GAAP, we started with the problem of mortality variation, thinking this the easiest. We were ... problems were somewhat differ- ent from those of mortality but not drastically so. As mentioned earlier ...- Authors: Alice B Goldstein, John C Wooddy, Barbara G Markowitz, Harry M Markowitz
- Date: Apr 1979
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods