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  • Valuation of Life Insurance Liabilities on a Market-Consistent Basis: Experience from the United Kingdom
    Valuation of Life Insurance Liabilities on a Market-Consistent Basis: Experience from the United ... upon the firm’s solvency, or that they adopt a dynamic investment strategy, for example, changing their ...

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    • Authors: CHRISTOPHER JOHN OBRIEN
    • Date: Mar 2009
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Actuarial Practice Forum
    • Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting
  • Risky Business: Market Value of Liabilities
    suspects (mortality, lapse, expense . . .) B. Dynamic C. Policyholder, borrower, corporate, competitor ... by company • lack of experience data for some (dynamic) • wide range of reasonableness • challenge of ...

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    • Authors: David N Becker
    • Date: Sep 2000
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Topics: Financial Reporting & Accounting>Fair value accounting
  • Unified Valuation System Update
    viability report. In the past, it might be called a Dynamic Financial Condition Analysis (DFCA) analysis. ... would have to do if they were going to implement a dynamic financial analysis (DFA)-type approach to financial ...

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    • Authors: David C Jesionowski, David Sandberg, Donna C Novak, Sam H Dillard
    • Date: Jun 2000
    • Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Dynamic simulation models; Public Policy
  • Two Paradigms for the Market Value of Liabilities
    Two Paradigms for the Market Value of Liabilities In this article, the current state of the liabilities ... Value of Lia'bilities 239 DUFFIE, D. 1992. Dynamic Asset Pricing Theory. Princ- eton, N.J.: Princeton ...

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    • Authors: Robert Reitano
    • Date: Oct 1999
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Topics: Financial Reporting & Accounting>Fair value accounting