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Technology and the Actuarial Pricing Model - What Comes Next?
FH1747:Q CASHFLOWS PER $100 AT 6 SCENARIOS The primary decomposition in ABCD (Chart 10) clearly shows ... portfolio. We’ve found, for annuities, that the best primary decomposition is not zero-coupon bonds but a synthetic ...- Authors: Shane A Chalke, Thomas W Reese, Irwin T Vanderhoof, Douglas A George, Mark C Abbott
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods; Technology & Applications>Software
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Advanced Cash-Flow Techniques in Product Pricing
Advanced Cash-Flow Techniques in Product Pricing The session from the 1995 SOA New Orleans ... selling one product versus selling the other. I don't care which one they buy, because the fair value to me ...- Authors: Douglas A George, Cheryl Krueger
- Date: Apr 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance