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Reflecting Risk in Pricing Survey Report
captured through assumption stress testing and dynamic lapse. Operational risk is generally not specifically ... reported using assumption stress testing (37%) and dynamic lapse formula(24%), while 17% use assumption ...- Authors: Society of Actuaries, Margaret O'Connor, Robert Stone, Donna Christine Megregian, Oliver Gillespie, Wing Fung Wong
- Date: Sep 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Global Perspectives; Health & Disability>Health insurance; Life Insurance>Pricing - Life Insurance