1
-
7
of
7
results (0.44 seconds)
Sort By:
-
Practitioner's Forum
Practitioner's Forum From an interactive forum session at the 2000 Valuation Actuary ... flow testing;Conditional Tail Expectation=CTE;Dynamic simulation models;Guaranteed living benefits=GLB;Life ...- Authors: Franklin Clapper, Armand de Palo, Kenneth Hammond, Isadore Jermyn, Hal B Phillips, Stephen N Steinig, Robert Buckner
- Date: Sep 2000
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting
-
Practitioners' Forum
company, be advantageous. Now when you get into dynamic solvency testing, that's a whole different ballgame ... they are GAAP uses, financial projection uses, dynamic solvency testing, or other uses for the financial ...- Authors: David N Becker, Charles D Friedstat, Michael E Mateja, Stephen A J Sedlak
- Date: Sep 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting
-
New York Regulation 126 Revisited
(SPL) issued during or after 1982 (or after the Dynamic Valuation Law) must be cov- ered in the opinion ... requirements. The rewrite is more specific that a dynamic lapse formula should be used where applicable; ...- Authors: Peter B Deakins, Donna Claire, Peter L Smith, Steven A Smith
- Date: Jun 1988
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting
-
Making Valuations Using Cash Flow Analysis
Making ... good and suf f i c ient reserves is t ru ly a dynamic one, and we undoubtedly sti l l have much ... l iabi l i t ies. Durat ion match ing is a dynamic s t ra tegy , espec ia l ly if in teres t ...- Authors: Joseph J Buff, Michael E Mateja, Michael R Tuohy
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
-
Cash Flow Analysis: A New Approach to Understand and Manage Risk
Cash Flow Analysis: A New Approach to Understand and Manage Risk From the 1985 Valuation Actuary Symposium ... averaged just 3 to 4 percent . TABLE 3-19 DYNAMIC VALUATION LAW I = .03 + W(Rl- .03) + w/Z(R2- ...- Authors: James A Geyer, Michael E Mateja
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
-
The Financial Risk to Life Insurance Companies from Changes in Interest Rates
The Financial Risk to Life Insurance Companies from Changes in Interest Rates The Society's ... and liability maturities within the model are dynamic and vary with the level of the assumed interest ...- Authors: James A Geyer, Howard H Kayton, Paul F Kolkman, Carl R Ohman
- Date: Apr 1982
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Capital - Annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Life Insurance>Capital - Life Insurance
-
The Impact of Inflation on Insurance and Annuity Reserve Valuation: The C-3 Risk
Subcommittee's Technical Advisory Committee on Dynamic Interest and Related Matters, chaired by Charles ... Life Insurance, with particular reference to the dynamic valuation interest rate feature in the proposed ...- Authors: John C Angle, Carl R Ohman, Walter Rugland, Charles L. Trowbridge
- Date: Oct 1981
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Public Policy