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Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products
for Embedded Options in Life Insurance and Annuity Products Research report that investigates the challenges ... generators;Secondary guarantees; Research Projects – Life Insurance The Product Development and Financial ...- Authors: Timothy Hill, Dale Visser, Ricardo Trachtman
- Date: Oct 2008
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Better Pricing in an Uncertain World
Exhibit, New York. This session is about pricing life and VA products with untested new features in an ... benefits=GMWB;Mortality assumption;Product development;Secondary guarantees;Stochastic models;Universal life; 18660 ...- Authors: Timothy Hill, Tim Bennett
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities; Life Insurance>Pricing - Life Insurance
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Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products
Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products The research investigates ... liabilities;Risk-based capital=RBC;Secondary guarantees;Universal life;Variable annuities; 7013 10/1/2008 12:00:00 AM ...- Authors: Society of Actuaries, Timothy Hill, Dale Visser, Ricardo Trachtman
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Minimum Guaranteed Benefits on Variable Annuities
actuaries. Each of us was a member of a Quad M group that worked on a proposal for guaranteed living ... been active in the successor groups to the Quad M group. I'll start the discussion by taking care of ...- Authors: James W Lamson, John M O'Sullivan, Timothy Hill
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Public Policy
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Variable Annuity Riders: Pricing and Risk Considerations in Today's Market Environment
revenue is driven based on asset values through mortality and expense (M&E) charges and when the market ... think that they were in the infancy of their product life when the market really tanked. I think that the ...- Authors: Ari Lindner, Timothy Hill, Robert Stone
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Stochastic Pricing
for stress testing reserves. In Canada, universal life products are subject to a similar process with ... methods, and pitfalls of stochastic pricing for life and annuity products. MR.TIMOTHY HILL: Our ...- Authors: W Steven Prince, Timothy Hill, Chris Stiefeling, Michael Bean
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models
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Minimum Guaranteed Benefits for Variable Annuities: Implementing Guidelines
work being performed by the American Academy work group dealing with reserving issues surrounding guaranteed ... guideline applies to all variable annuities whether group or individual. The only exception is for business ...- Authors: James W Lamson, Timothy Hill
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting