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  • Better Pricing in an Uncertain World
    risk-driven charges. It has a slightly different dynamic than some of the others. Now that we've seen ... along with that. You have the interest rates. Dynamic lapses reinsurance again is an issue, and there ...

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    • Authors: Timothy Hill, Tim Bennett
    • Date: Oct 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities; Life Insurance>Pricing - Life Insurance
  • Asset-Liability Management and Product Pricing In A Low-Interest-Rate Environment
    pricing these products, you have to define your dynamic assumptions. That is an important part of pricing ... or your market rate in terms of setting up your dynamic assumptions. This is an excess lapse formula ...

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    • Authors: Henry Ramsey, Kimberly Curley, David Weinsier, Kimberly Roalkvam
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Enterprise Risk Management>Risk measurement - ERM; Life Insurance>Pricing - Life Insurance
  • Pricing Risk Management
    percent of the people indicated that they have a dynamic lapse formula. Those are probably the people that ... that when they look at interest rate risk and dynamic lapses together they're capturing the relationship ...

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    • Authors: Keith Dall, David T Henderson, Douglas Robbins
    • Date: May 2003
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
  • Stochastic Pricing
    scenario • survivorship • policyholder behavior (dynamic lapses, GMIB election rates, etc.) Our next ... behavior, but perhaps we may build a case for some dynamic lapse rates depending on the movement of the market ...

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    • Authors: W Steven Prince, Timothy Hill, Chris Stiefeling, Michael Bean
    • Date: Jun 2001
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models
  • Hot Topics in Separate Account Products
    Hot Topics in Separate Account ... 2 Dynamic Investment Fund Protection," and he will indicate ... the way I've approached it, is to do a fully dynamic stochastic Monte Carlo model. This approach lets ...

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    • Authors: Hans U Gerber, Peter Tilley, Marshall C Greenbaum, Mary Hardy
    • Date: Oct 2000
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
  • Fuzzy Logic
    Fuzzy Logic From a session at a meeting of the Society of Actuaries held in Las Vegas, ... cognitive map. It actually began as an exercise in dynamic systems by Bart Kosko. It was an effort to analyze ...

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    • Authors: Timothy Swankey, Richard A Derrig, Fred A Watkins
    • Date: May 2000
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
  • Expenses and Pricing
    Expenses and Pricing Sam Gutterman presents his paper, 'Expenses and Pricing', ... will be needed in the future. It has to be a dynamic process that always factors in your best judgement ...

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    • Authors: Sam Gutterman, Katherine Anderson
    • Date: Jun 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
  • Technology and the Actuarial Pricing Model - What Comes Next?
    types of scenarios and conditions. We need more dynamic strategies, things that will simulate more proactive ... the calibration of models will come from more dynamic feedback from the systems that have been used to ...

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    • Authors: Shane A Chalke, Thomas W Reese, Irwin T Vanderhoof, Douglas A George, Mark C Abbott
    • Date: May 1996
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods; Technology & Applications>Software
  • Variable Annuity Guaranteed Minimum Death Benefits
    offering the enhanced definitions? I think the first dynamic is the defense against replacement. With the return ... gets too far out of line. I think the second dynamic is simple---features competition. The enhancements ...

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    • Authors: Garth A Bernard, G Mitchell, Steven Habegger, John Slater
    • Date: Apr 1995
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
  • Repricing the In-Force Book of Business
    Repricing the In-Force Book of Business 1992 SOA Annual Meeting, Washington, D.C. This session ... against the competition. There is no shortage of dynamic lapse formulas out there, thanks to Regulation ...

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    • Authors: Albert Easton, Selig Ehrlich, Donna Claire
    • Date: Oct 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Public Policy
  • Adequacy of Pricing - Considerations
    Adequacy of Pricing - Considerations This session at the SOA 1990 Annual Meeting addresses ... results based on a static model do not reflect these dynamic and positive long range aspects of better persistency ...

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    • Authors: Joseph E Crowne, Robert H Dreyer, Robert P Hill, Burton Jay
    • Date: Oct 1990
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
  • Product Features Versus Investment Policy
    Product Features Versus Investment Policy This session at the SOA 1990 San Francisco Spring ... and product design are rapidly being replaced by dynamic, total return management. Matching product design ...

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    • Authors: Reed Miller, James Reiskytl, David F Babbel, Thomas A McAvity
    • Date: Jun 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Finance & Investments
  • 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 ...

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    • 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
  • 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 ...

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    • 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
  • Role Of The Valuation Actuary In Product Development
    result of this environment has been to create a dynamic and responsive reserving process, which should ... but it is crucial to have this dialogue in our dynamic valuation environment. There is a need and opportunity ...

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    • Authors: Arnold Dicke, John T Glass, Donald MacDonald, Jan Pollnow, Alan K Ryder
    • Date: May 1985
    • Competency: Strategic Insight and Integration>Management partnership
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Enterprise Risk Management>Financial management; Life Insurance>Pricing - Life Insurance
  • Individual Annuity Product Design Under Conditions of Inflation
    effective in all states. The 1980 amendments, with dynamic interest are effective in perhaps 20 states today ... available for discounting future values under the dynamic interest provisions of the 1980 amendments. Extreme ...

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    • Authors: Gregory J Carney, Richard W Kling, John M Lenser, Michael Winterfield
    • Date: Apr 1982
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Individual annuities; Annuities>Pricing - Annuities