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  • Life and Deferred Annuity Liability Models
    Life and Deferred Annuity Liability Models Presented at September 1994 Valuation Actuary Symposium. Discusses the differences in modeling ... 13 i3 5% 7 7 9 11 13 15 24 17 17 8% 11 13 15 16 16 16 25 18 ...

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    • Authors: Douglas Doll, C Elam, Jacqulynn Abdella
    • Date: Sep 1994
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
  • Measuring Interest Margins-Part 3-Measuring Required Interest
    InterestRate Volatility _ Exercise Efficiency 12% 17% 5% 8bp 19bp 10 15 36 25 33 72 50 55 111 926 ... the liabilities for the whole block was priced at 17 basis points. Because of the way the company selected ...

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    • Authors: Frederic W Corwin, Peter B Deakins, C Elam, W Palmer
    • Date: Apr 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Finance & Investments; Life Insurance>Pricing - Life Insurance