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Market-Consistent Pricing as the Market Sort of Normalizes: Separating the permanent from the temporary grayness, Part 1 of 2
Market-Consistent ... 20% 10% 0% 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 Spot Vol Forward Vol 8 ... differences become further pronounced when comparing to IFRS, and, again, when comparing capital requirements ...- Authors: Mitchell Katcher, Eric Clapprood
- Date: Oct 2010
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Product Matters!
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Pricing - Life Insurance
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Individual Annuity Products
Individual Annuity Products 1992 SOA Regional Meeting, Anaheim. This session provided an update of ... has steadily risen over the past four years from 17% to 28% of total annuity sales. Product design, ...- Authors: Mitchell Katcher, Dan Spafford, Michael R Winterfield, Heather Smith
- Date: Jun 1992
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Fixed annuities; Annuities>Marketing and distribution - Annuities; Annuities>Pricing - Annuities; Annuities>Variable annuities