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Valuation and Capital Requirements for Guaranteed Benefits in Variable Annuities
being hedged in a static or dynamic hedging fashion? If one is using dynamic hedging, what kind of operational ... of similar instruments. So unless you're doing dynamic hedging and you're taking care of the lapse and ...- Authors: Robert A Brown, Thomas Campbell, Larry M Gorski
- Date: Oct 2002
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits
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The Financial Reporter
The Financial Reporter Full version of The Financial Reporter, Number 41, February 2000. 25553 2/1/2000 ... THE FINANCIAL REPORTERPAGE 20 FEBRUARY 2000 dynamic, Greek-based (derivatives of value with respect ...- Authors: Robert A Brown, Anson Glacy, Larry M Gorski, R Thomas Herget, G Mitchell, Thomas Nace, Edward Robbins, Raymond Ted Schlude, Darryl Wagner, Michelle Chong Tai-Bell, Patricia Matson
- Date: Feb 2000
- Publication Name: The Financial Reporter
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The Risk-Based Capital C-3 Interest Rate Project
rather than require that people do some sort of dynamic modeling of all those things, we developed a very ... consider what these scenarios look like, what dynamic assumptions are in the model, and whether they ...- Authors: Robert A Brown, Larry M Gorski
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments
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Guaranteed Separate Account Products - NAIC Reserving Proposals
account. The liability is valued with the same dynamic valuation rates, and so on. Everything is just ... the goals are the same. If we move to this new dynamic C-3 testing that we were talking about at a workshop ...- Authors: Robert A Brown, Michael A Cioffi, Larry M Gorski
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Statutory accounting; Public Policy
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Proposed Changes to the Statutory Risk-Based Capital Requirements
Proposed Changes to the Statutory Risk-Based Capital Requirements Panelists provide an overview of ... Risk-Based Capital Task Force. We have a very dynamic panel to talk about risk-based capital (RBC) ...- Authors: Robert A Brown, Joseph Dunn, Larry M Gorski, Cande Olsen
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Statutory accounting