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Credit Spreads, Asset Return Assumptions and the Fair Value of Liabilities
at if you sold a single premium fixed deferred annuity how you can look at credit risk in a market- consistent ... guarantees that we're offering as life insurers in the U.S. or North American marketplace. If you split it into ...- Authors: Sam Gutterman, Burton Jay, Larry Rubin, Hubert B Mueller
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting>Fair value accounting; Global Perspectives