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2019 Reinsurance Seminar Presentations
2019 ... 50+% ITM 25 - 50% ITM 5 - 25% ATM OTM 11 …but dynamic sensitivity has also changed over the years 12 ... Fr eq ue nc y GLWB income commencement is dynamic 18 Dur 11+ Dur 3-10 18 0% 10% <50 50-59 ...- Authors: Jeffrey Katz, Michael Kaster, Gregory J Roemelt, Xueli Zhang, Timothy S Paris, Lisa Marie Domonkos, James J Halloran, Mark Spong, Brendan Kearney , David Schieldrop , Stephen Keating , Jason Kao
- Date: Sep 2019
- Competency: Results-Oriented Solutions
- Topics: Reinsurance
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Cost of Implementing a Principle-Based Framework for Determining Reserves and Capital Survey Results
Cost of Implementing a Principle-Based Framework for Determining Reserves and Capital ... calculations besides PBA, e.g., ALM duration studies, dynamic hedging analyses, and economic capital calculations ...- Authors: Gregory J Roemelt, Jason Kehrberg, Charles J Souza
- Date: Apr 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
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Benchmarks for Insurance Portfolio Managers
was higher both in the case of base lapses and dynamic surrenders. Each of those components contributed ... the high surrender environment. So it's not just dynamic lapses that create that difference, it's a higher ...- Authors: Martin Klein, Stephen Reddy, Gregory J Roemelt
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments