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Cost of Implementing a Principle-Based Framework for Determining Reserves and Capital Survey Results
Cost of Implementing a Principle-Based Framework for Determining Reserves and Capital ... calculations besides PBA, e.g., ALM duration studies, dynamic hedging analyses, and economic capital calculations ...- Authors: Gregory J Roemelt, Jason Kehrberg, Charles J Souza
- Date: Apr 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
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Analysis of Methods for Determining Margins for Uncertainty Under a Principle-Based Framework for Life Insurance and Annuity Products
.....................................75 5.5.5 Dynamic Assumptions on Policyholder Behavior.......... ... Society of Actuaries 27 Make the formula used for dynamic assumptions (such as lapse rates or guarantee utilizations ...- Authors: Larry Rubin, Xiaokai Shi, Nicholas Ranson
- Date: Mar 2009
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
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Small Company Issues
experience monthly. That seems to be far more dynamic in causing changes on a monthly basis than anything ... standard assumptions. Then you have to do your dynamic valuation, which is basically where you true up ...- Authors: Stephen Marco, John Miller, Lori A. Truelove
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Public Policy
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ZZZ and ZZZZ Update
criteria apply to optional replication, which permits dynamic hedging of an aggregation of policyholder liabilities ... the wording changed, essentially, to reflect a dynamic total portfolio hedging strategy. The other main ...- Authors: Alan Downey, Martin E Goldman, James P Greaton
- Date: Jun 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Public Policy
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Current Research and Alternative Technologies
t ime that the investment s t rategy, is dynamic but it is felt that the above ph i losoph ies ... assumption is def ined as follows: the formula is dynamic, and is equa l to a baseline amount plus two times ...- Authors: Arnold Dicke, Douglas Doll, Gregory D Jacobs
- Date: Sep 1987
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
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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
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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