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Fixed and Variable Annuity Persistency Experience
testing assumptions and essentially setting the dynamic interest rate lapse mechanism. Could you comment ... just wondering if you could speak to setting the dynamic lapse assumptions. In other words, during cash-flow ...- Authors: Peter B Deakins, Eric Sondergeld
- Date: Jun 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Policyholder behavior - Annuities
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C-3 Task Force Report - Modeling The C-3 Risk
The investment strategy can be either dynamic or fixed. In dynamic strategies, investment and liquidation ... for interest-sensitive products are examples of dynamic strategies. G. Defining Interest Scenarios One ...- Authors: Peter B Deakins, Stanley B Tulin
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Measuring Interest Margins-Part 3-Measuring Required Interest
need some periodic readjustments. Hedging is a dynamic strategy. You have to reevaluate every quarter ... well. That's why it's critical that you employ a dynamic hedging process. Probably the worst thing you could ...- Authors: Frederic W Corwin, Peter B Deakins, C Elam, W Palmer
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Finance & Investments; Life Insurance>Pricing - Life Insurance
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Investment Quality Measures Review
Investment Quality Measures Review Panelists discuss: [1] investment quality as a ... Panelists discuss: [1] investment quality as a dynamic investment consideration, [2] the impact of securitization ...- Authors: Robert P Clancy, Peter B Deakins, Edward I Altman
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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New York Regulation 126 Revisited
(SPL) issued during or after 1982 (or after the Dynamic Valuation Law) must be cov- ered in the opinion ... requirements. The rewrite is more specific that a dynamic lapse formula should be used where applicable; ...- Authors: Peter B Deakins, Donna Claire, Peter L Smith, Steven A Smith
- Date: Jun 1988
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting
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Research of the Committee on Valuation and Related Areas
Research of the Committee on Valuation and Related Areas Committee members discuss the objectives ... comfortable with. But as I mentioned before, it's a dynamic and evolutionary situation. I'm not saying that ...- Authors: Joseph J Buff, Peter B Deakins, Michael E Mateja, Daniel J McCarthy, Robert Stein, Irwin T Vanderhoof
- Date: Oct 1987
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Software Tools for Asset/Liability Matching
analysis of payout benefits and expenses, all the dynamic elements of the lapse scenario changes when the ... use those if you wish. CALMS allows for several dynamic assumptions -- assump- tions which change as the ...- Authors: Clifford Angstman, Brian Bambrough, Dennis Carr, Shane A Chalke, Peter B Deakins, Sheldon Epstein, Douglas N Hawley, Alan W Sibigtroth, Roger W Smith, Steven A Smith, Dennis L Stanley, Mel Stein
- Date: May 1987
- Competency: Results-Oriented Solutions>Actionable recommendations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Technology & Applications>Software
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C-3 Risk
investment s t ra tegy can be e i ther dynamic or f ixed. In dynamic st rateg ies , investment and l iquidat ... terest -sens i t ive products are examples of dynamic st rategies . As with any model, once the interest ...- Authors: Peter B Deakins, Stanley B Tulin
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods