Announcement: SOA congratulates the new FSAs for June 2024.

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  • FIA Pricing Survey Summary
    FIA Pricing Survey Summary The objective of this article is to help indexed annuity writers ... majority of participants stated that they use dynamic lapse assumptions to model GLWBs, while some participants ...

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    • Authors: Daniel Rueschhoff, Karthik Yadatore, Aatman Dattani
    • Date: Jul 2016
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Product Matters!
    • Topics: Annuities>Equity-indexed annuities; Annuities>Pricing - Annuities; Annuities>Product development - Annuities
  • SOA Annual Meeting Summary - Product Development Focus
    SOA Annual Meeting Summary - Product Development Focus This article reviews some of the highlights ... ing: • changes in product design and pricing; • dynamic hedging; • static or customized hedging; and • ...

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    • Authors: Paula Hodges
    • Date: Feb 2012
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Product Matters!
    • Topics: Actuarial Profession>Standards of practice; Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Public Policy
  • Market-Consistent Pricing As The Market Sort Of Normalizes: Separating the permanent from the temporary grayness Part 2 of 2
    ultimate persistency of 82 percent. (We’ll avoid dynamic lapses in the modeling, but comment later on their ... hedged or can be hedged only with short-term, dynamic programs that easily “fall apart” during a dislocation ...

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    • Authors: Eric Clapprood
    • Date: Jun 2011
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Product Matters!
    • Topics: Annuities>Investment strategy - Annuities; Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Life Insurance>Investment strategy - Life Insurance