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Session 134: How to Get Real Results in Policyholder Behavior Modeling
channels, option values, rationality, static vs dynamic Required sensitivity testing, with margins inversely ... Excess WDs Less than or full WDs 53 53 …and dynamic lapse sensitivity varies 0% 35% 3Q 09 3Q 10 ...- Authors: Rosmery Cruz, Timothy S Paris
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Annuities>Policyholder behavior - Annuities; Experience Studies & Data>Policyholder or participant behavior - Experience
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2018 Variable Annuity Guaranteed Benefits Survey
......................................... 8 Dynamic Lapses ....................................... ... companies varies widely (Figure 4). Dynamic Lapses • Dynamic lapse functions are used by most companies ...- Authors: Jeffrey Hartman
- Date: Jan 2019
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Policyholder behavior - Annuities
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PBITT VA Guaranteed Benefits 2016 Survey Results
companies varies widely (Figure 4). Dynamic Lapses Dynamic lapse functions are used by the majority ... 12, Figure 14, Figure 16, and Figure 18). Dynamic lapse functions are influenced by a variety of ...- Authors: Jeffrey Hartman
- Date: Oct 2016
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Policyholder behavior - Annuities
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Global Variable Annuity Relected in New Zealand Product Design
Global Variable Annuity Relected in New Zealand Product Design New Zealand is about to launch its ... a phased introduction of solvency credits for dynamic hedging. As there was no local experience, we ...- Authors: Murray Alan Hilder, Ralph Stewart
- Date: Jan 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: International News
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Individual annuities; Annuities>Investment strategy - Annuities; Annuities>Marketing and distribution - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Annuities>Variable annuities; Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investment policy; Finance & Investments>Investments
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Dynamic Assumption-Setting for Variable and Non-Variable Annuities
Dynamic Assumption-Setting for Variable and Non-Variable Annuities Examination of full surrender and ... articles focuses on full surrenders and building a dynamic surrender function using predictive modeling tools ...- Authors: Mark Birdsall, Marianne C Purushotham
- Date: Sep 2015
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Financial Reporter
- Topics: Annuities>Policyholder behavior - Annuities; Annuities>Variable annuities
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Policyholder Behavior in the Tail Risk Management Section Working Group Variable Annuity Guaranteed Benefits 2012 Survey Results
Year Results A majority of insurers now use dynamic lapse functions for GMDBs. The percentage increased ... 17 on Page 18) Fewer insurers are using dynamic variation for the utilization of GMWB today than ...- Authors: Society of Actuaries
- Date: Sep 2013
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Policyholder behavior - Annuities
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Exploring Policyholder Behavior in the Extreme Tail
Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme ... paper applies EVT to the study of variable annuity dynamic lapse behavior in the extreme tail. It illustrates ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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Policyholder Behavior in the Tail Risk Management Section Working Group Variable Annuity Guaranteed Benefits 2009 Survey Results
• The vast majority of insurers (90%) use dynamic lapses for living benefits; however, only 15% of ... out-of-the-money. • About 65% of insurers do not use dynamic lapses for death benefits. This is down slightly ...- Authors: Society of Actuaries
- Date: Jan 2009
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Policyholder behavior - Annuities; Annuities>Variable annuities
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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