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  • The Financial Risk to Life Insurance Companies from Changes in Interest Rates
    Scenario Year 1 3 6 21(1982) 15_ 15% 15% 22 15 17 12 23 IS 19 I0 24 15 21 8 25 15 23 6 26+ 15 25 5 ... 0 35 3 729(20) -18 0 730(20) -18 40 3 618(17) -25 0 619(17) -25 45 3 475(14) -31 0 476(14) -30 50 3 316(10) ...

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    • Authors: James A Geyer, Howard H Kayton, Paul F Kolkman, Carl R Ohman
    • Date: Apr 1982
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Capital - Annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Life Insurance>Capital - Life Insurance