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Current Trends in Asset Adequacy Testing
method is to review for reasonableness. Some dynamic validation occurs but to a much lesser degree ... up to five listed assumptions. It appears that dynamic lapses is the assumption that concerns the appointed ...- Authors: Leon Langlitz
- Date: Sep 2013
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Small Talk
- Topics: Actuarial Profession>Best practices
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Small Talk Newsletter, June 2007, Issue No. 28
VACARVM, dynamic hedging “will not work.” (However, I be- lieve the assumption of dynamic hedging is ... both changing market conditions and the company’s dynamic liability ex- posures, will generally enhance the ...- Authors: Society of Actuaries, Mark Birdsall, Norman E Hill, Cary O Lakenbach, Leon Langlitz, Raymond Ted Schlude, James Thompson, Ronora Stryker, Meg Weber, Arthur Aaronson
- Date: Jun 2007
- Publication Name: Small Talk
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Small Talk Newsletter, November 2004, Issue No. 23
those cases where the liability cash flows are dynamic. Actuaries have evolved a sophisticated asset-liability ... recognition as risk experts. Risk management is dynamic and action-oriented. It in- volves making choices ...- Authors: Jay Jaffe, Allen Klein, Leon Langlitz, Mark C Rowley, Kenton L Scheiwe, Robert Shapiro, David V Smith, James Thompson, Tamora Kapeller, Narayan S Shankar, Peter Hitchcock, Amy Pahl, Peter W Mattingly
- Date: Nov 2004
- Publication Name: Small Talk