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S-Curve Reserve For Universal Life
Universal Life Excerpts from Yee's presentation on the S-Curve reserve for Universal life. The S-Curve ... specific point on the Curve. Cash flow testing;Life valuation; 14786 1/1/2000 12:00:00 AM ...- Authors: Lone-Young Yee
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Value at risk - Finance & Investments; Life Insurance>Reserves - Life Insurance
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An Optimal Model for Asset Liability Management
markets=Stock market;Derivatives;Life insurance;Stochastic models;Variable universal life=VUL;Yield curve=Term structure;Interest ... structure;Interest rate risk;Mortality risk; 653 1/1/1996 12:00:00 AM ...- Authors: Lijia Guo
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
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An Investment Actuary's Approach to ALM
An Investment Actuary's Approach to ALM This paper is to some extent a sequel to ... atives;Discount rates=Interest rates;Mortality rates=Mortality tables=Death rates ;Mortgages;Surrenders;Yield ...- Authors: Application Administrator
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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Realized Return Optimization. A New Approach to Liability Funding
President and Manager of the Insurance Strategies Group at Drexel Burnham Lambert.) 173 The following ... Liabilities" Society of Actuaries Investment Section Report. September 1989. 174 DREXEL BURNHAM LAMBERT ...- Authors: Prakash A Shimpi
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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Immunizing Stochastic Cash Flows
Single Premium Deferred Annuities (SPDA), Universal Life (UL), etc., have put options, i.e., customers ... (SPDA), single premium whole life insurance (SPWL) and universal life insurance (UL). These assets ...- Authors: Elias Shiu
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management
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A Multivariate Approach to Immunization Theory
Invesbrent Policy ani Research Jolm Hancock Mutual Life Ins. Co. P.O. Box 111 Boston, MA 02117 (617) ... consistent with immunizing pricing margins over the life of a block of liabilities. For non-directional ...- Authors: Robert Reitano
- Date: Aug 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods