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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
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Cash-Flow Testing for Product Actuaries
spread to an envisioned liability with certain dynamic features. The question that needs to be answered ... generated yield curves. The models simulate the dynamic cash flow behavior and values of financial vehicles ...- Authors: David N Becker, Application Administrator, Donna Claire, Martin Klein, Anne Katcher
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Finance & Investments>Investment strategy - Finance & Investments; Public Policy
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Selecting an Investment Strategy
or other interest-sensitivecash flows. For a dynamic model such as this, it is important, although perhapsdifficult ... assumed to occur at a rate of 10% per year. No dynamic lapses are assumed because the crediting strategy ...- Authors: Martin Klein, Robert LaLonde, Andrew M Jarmel
- Date: Apr 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Pricing And Investment Philosophy For Interest-Sensitive Products
Pricing And Investment Philosophy For Interest-Sensitive Products Presented at May 1986 ... modeling cash flows and so on. If you can develop a dynamic process that will model the behavior of securities ...- Authors: Martin Klein, Arthur L Rebell, Michael Reilly, Martin Ruby, Dale B Wolf
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Investment strategy - Finance & Investments; Life Insurance>Pricing - Life Insurance