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Potential Modeling Challenges in a Negative Interest Rate Environment
often used to discount cash flows, as well as in annuity factor and dynamic lapse calculations. The models ... is commonly an additive adjustment to the company’s base lapse. The dynamic lapse function itself is commonly ...- Authors: Zohair Motiwalla
- Date: Mar 2022
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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Projections of Investment-Related Discretionary Elements
discretionary elements of various life insurance and annuity products. It outlines potential implementation ... initially, but over the projection reflect management’s evolving expectation, moving ultimately to risk neutral ...- Authors: Kevin H Strobel , Allison Kathleen Clark
- Date: Sep 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods
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Cluster Modeling: A Powerful Way to Reduce Cloud Costs
GAAP lenses. Lastly, the results from a variable annuity liability clustering case study are presented. ... Clustering and Key Performance Indicators Under U.S. Reporting Frameworks A fair value reserve is calculated ...- Authors: Zohair Motiwalla, Aatman Dattani
- Date: Jul 2023
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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A Summary of the UVS Project
the proposed alternatives. While the project used U.S. accounting comparisons, its focus on the projection ... cash flows will also allow the inclusion of non-U.S. insurance products as well (if so desired at a later ...- Authors: David Sandberg
- Date: Mar 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Modeling & Statistical Methods
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In Praise Of Approximations
assumptions that are only approximations. Our mortality tables may look exact, but they always involve ... participants. Assuming preretirement mortality using any standard table will in most years result in a fractional ...- Authors: Carol A Marler
- Date: Mar 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Modeling & Statistical Methods
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IFRS 17 Corner
income. In the comparatives between IFRS 4 and 17, it’s generally easier to understand where the IFRS 17 income ... estimate liability (BEL). It’s very difficult to boil down into a metric that’s comparable across companies ...- Authors: Bruce Rosner
- Date: Sep 2023
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods
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Interest Rate Interpolation—A Brief Excursion
the last liquid point. This is for good reason—it’s very impactful for certain long-duration products ... methods shown below are adapted from Hagan and West’s paper, which can be referenced for further technical ...- Authors: Bruce Rosner, Maya Perelman
- Date: Feb 2022
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Finance & Investments; Modeling & Statistical Methods