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Embedded Volatility: Insight from Market Risk Benefit Roll-Forward
Embedded Volatility: Insight from Market Risk Benefit Roll-Forward In this article, we collected ... they fit perfectly, the market-traded static and dynamic hedge programs introduce cost by removing inherent ...- Authors: Su Su, Tina Guo, Yifeng Mu, Robert E Winawer
- Date: Nov 2023
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Annuities; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Fixed Indexed Annuity Fair Value Quantification and Valuation
different levels of required pricing spreads. Dynamic lapse is also important risk to reflect in FIA ... will have a higher incentive to lapse the policy. Dynamic lapse rate varies across different simulated interest ...
- Authors: Tao Wang ASA,MAAA , Peter M Phillips
- Date: Feb 2022
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting
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How Fair Value Measurement Changes Risk Management Behavior in the Insurance Industry Report
How Fair Value Measurement Changes Risk Management Behavior in the Insurance Industry ... behavior. Unfortunately, much of the behavior is dynamic, and we certainly have not experienced every combination ...- Authors: Society of Actuaries, Mark Freedman
- Date: Feb 2013
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Fair value accounting
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Investment Actuary Symposium Fair Valuation of Liabilities: Theoretical Considerations
provides less relevant information than today’s dynamic capital markets need, and it can- not cope with ... However, leverage is not static. It can be quite dynamic. Leverage can be very large, it can be very small ...- Authors: Luke Girard
- Date: Sep 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Long-Term Care News
- Topics: Finance & Investments>Economic value; Financial Reporting & Accounting>Fair value accounting
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Embedded Value, Fair Value and the Move to Principles-Based Measurement Systems
Embedded Value, Fair Value and the Move to Principles-Based Measurement Systems Panelists in this ... all of them—include data quality, static and dynamic validation, maintenance of the models, including ...- Authors: Steeve Jean, Duncan Briggs, Maria Mercedes Torres-Jorda
- Date: Sep 2004
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Fair value accounting
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Canterbury Tales of Fair Value Fair Value ofLife Insurance Seminar—March 1999
Reiskytl brings us up-to-date on develop- ments in Dynamic Financial Condition Analysis in the U.S. and Canada ... Everything Was “Peachy” in Atlanta! ..........13 Dynamic Financial Condition Analysis Update by James ...- Authors: Joan Lamm-Tennant, S Michael McLaughlin
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Fair value accounting
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Market Value of Insurance Liabilities: Reconciling the Actuarial Appraisal and Option Pricing Methods
interest rate plus a fixed risk premium. While a dynamic cost of capital assumption would be an improvement ... over time and by scenario: that is, leverage is dynamic. Modigliani and Miller (1958 and 1963), in their ...- Authors: Luke Girard
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Fair value accounting
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Fair Value of Insurance Liabilities
Fair Value of Insurance Liabilities This session at the SOA 1998 Maui I Spring Meeting ... Stanford. His duties include cash-flow testing, dynamic surplus matters, and risk management responsibilities ...- Authors: Application Administrator, Steven H Mahan, S Michael McLaughlin, David A Ricci
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Fair value accounting