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Policyholder Behavior in the Tail – UL with Secondary Guarantee Survey – 2008 Results
Policyholder ... 2% 4% 6% 8% 10% 12% 14% 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 Projection Year Tail Scenario ... 0% 2% 4% 6% 8% 10% 12% 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 Projection Year 4 Tail ...- Authors: Society of Actuaries
- Date: Nov 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Annuities>Guaranteed living benefits
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Policyholder Behavior in the Tail – Variable Annuity Guaranteed Benefits Survey/C3 Phase II – 2007 and 2008 Survey Results
Policyholder ... Scenario Count 2007 2008 Number of Responses: 17 22 Distribution of Projection Horizon ... PolicyProjection Years 2007 2008 Number of Responses: 17 22 *2005 answers were not available ...- Authors: Society of Actuaries
- Date: Aug 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Annuities>Guaranteed living benefits
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Session 04: From What If to How To: Reserving for GMMB with Open Source Research, Collaboration, R Codes and High Performance Computing
11max ln min lni ij j t j ti Ni N S Sβ ≤ ≤≤ ≤= − 17 1.14 Mapping VA fund value path to hedging errors ... and Predictive Modeling. Financial Reporter 73: 17-24. [10] Davendra, Donald D.; Chueh, Chinmei Y; ...- Authors: John McGarry, Chin-Mei Chueh, Emmanuel Hamel
- Date: May 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities
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The Volatility Regime
around China’s growth. VIX spikes from 13 on Aug. 17, to 40 the following week.5 Managed volatility funds’ ... lifetime- income feature. References 1 Bloomberg Aug. 17, 2015–Aug. 25, 2015. 2 Bloomberg. 3 LIMRA. 4 Annuity ...- Authors: Marie-Laure Chandumont
- Date: Feb 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Annuities>Guaranteed living benefits; Annuities>Product development - Annuities; Annuities>Variable annuities
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Variable Annuity Guaranteed Living Benefits Utilization Study-2011 Experience
.................................................17 Chapter One: Guaranteed Lifetime Withdrawal Benefits ... ....................................57 Figure 1-17: GLWB First Withdrawals in 2011 (IRA Contracts Only) ...- Date: Nov 2013
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities
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A Reserve Basis for Guaranteed Benefits under Variable Annuity Contracts
A Reserve Basis for Guaranteed Benefits ... 1914-15 . . . . . 1915-16 . . . . . 1916--17 . . . . . 1917-18 . . . . . 1918-19 . . . . ... 2 7 11 15 50 122 32 2 16 52 18 6 17 23 43 75 40 3 7 24 12 14 75 -- 435 ...- Authors: Herbert W Hickman
- Date: Nov 1970
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Annuities>Guaranteed living benefits; Annuities>Reserves - Annuities
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Variable Annuity Guaranteed Living Benefits Utilization
.................................................17 Executive Summary .............................. ... .....................................61 Figure 1-17: Overall GLWB Utilization Rates ...............- Authors: Matt Drinkwater
- Date: Mar 2018
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Topics: Annuities>Guaranteed living benefits; Annuities>Investment strategy - Annuities; Annuities>Variable annuities
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An Alternative Option-Based Approach to Calculating MRBs
An Alternative Option-Based Approach to Calculating MRBs ASU 2018-12 introduced a new concept called “market ... only DECEMBER 2019 THE FINANCIAL REPORTER | 17 difference is how host2 is amortized or accrued ...- Authors: John Adduci
- Date: Dec 2019
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Guaranteed living benefits; Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Annuities>Living / Death benefit riders
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Annuity Risk-Management Seminar: Variable Annuity Guarantees Modeling: Incorporating Derivative-Based Hedging
is the projecting different volatility levels — 17 percent, 25 percent and 35 percent to see what happens ... going up at an annualized rate of 8 percent, with 17 percent volatility, the average is roughly zero ...- Authors: Michael J O'Connor, Michelle Smith
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Investment strategy - Annuities
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LB&I Directive Provides Safe Harbor for AG43 and PBR for Pre-TCJA Years
LB&I Directive Provides Safe Harbor for AG43 and PBR for Pre-TCJA Years This article ... (GMxB) by Insurance Companies, LB&I-04-0514-0050 (July 17, 2014). See also Eric Bisighini & Tim Branch, Variable ...- Authors: Samuel A Mitchell, Arthur C Schneider
- Date: Mar 2019
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Taxing Times
- Topics: Annuities>Guaranteed living benefits; Life Insurance>Reserves - Life Insurance; Life Insurance>Secondary guarantees