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The Future of Single Premium Life Insurance and Annuities
profit margin and overhead expenses not covered by direct loads or other charges, (ii) avoiding capital losses ... sell single premium life and annuities as their primary (bread and butter) products. However, the single ...- Authors: John Fritz, Burnett A Halstead, D Ted Steven, James A Tilley
- Date: Apr 1980
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Fixed annuities; Life Insurance>Whole life
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A Conceptual Analysis of Nonparticipating Life Insurance Gross Premium and Profit Formulas
formulas dis- cussed, and (3) to demonstrate how the direct calculation of federal income tax as a cash outflow ... in the previous section in order to include a direct analysis of federal income tax in the profitability ...- Authors: Robert L Collett, James W Lamson, David S Lee, Frank C Metz, Steven Sommer, Donald R Sondergeld, Hemant Tilak, James A Tilley
- Date: Oct 1979
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Pricing - Life Insurance
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Options And Futures - A Teaching Session
future contract, and which, therefore, is the primary moving force on the pricing of the contract. ... you would be able to take the gains or losses as direct tax offsets against your interest expense. However ...- Authors: David P Jacob, Arthur L Rebell, Richard L Sega, Alan W Sibigtroth, James A Tilley
- Date: Apr 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Options And Futures - A Teaching Session
not by expectations for interest rates. • The primary uses of interest rate futures in our industry are ... the last two terms, cash return minus coupon, the direct arithmetic relationship between the price of the ...- Authors: Robert W Crispin, David M Dunford, David P Jacob, James A Tilley
- Date: May 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Public Policy
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The Pricing of Nonparticipating Single Premium Immediate Annuities
resulting from advances in medicine and geriatric care. 5. Few companies write a sufficiently large volume ... Anniversaries," TSA, 1973 Reports, p. 59. 5. STEIN, M. "A Direct Comprehensive Approach to the Calculation of Gross ...- Authors: J Alan Lauer, Larry R Peterson, James A Tilley
- Date: Oct 1979
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities>Pricing - Annuities
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Achieving Consistency between Investment Practice and Investment Assumptions for Single Premium New-Money Products
investment income among blocks of business unless care is taken. Sup- pose that interest rates have fallen ... among credit-risk/maturity-date categories. The primary objectives of investment policy are to satisfy ...- Authors: James A Tilley
- Date: Oct 1979
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Investment strategy - Finance & Investments
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Valuing American Options in a Path Simulation Model
equations numerically generally requires great care as well as sophistication in applied mathematical ... the estimate of the option premium. In his primary numerical example [page 512], Tilley overestimates ...- Authors: James A Tilley
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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Valuing American Options in a Path Simulation Model
Valuing American Options in a Path Simulation Model This paper presents an algorithm for valuing ... equations numerically generally requires great care as well as sophistication in applied mathematical ...- Authors: James A Tilley
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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The Matching of Assets and Liabilities
The Matching of Assets and Liabilities This paper investigates how the concepts of asset-liability ... actuaries and investment officers recognize that two primary objec- tives of investment policy are security ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods
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Asset Share Mathematics
Asset Share Mathematics This paper presents a new insight into the mathematical structure of asset ... be a problem of interest only; ~TK and ,TK take care of the contingencies. This discussion has the ...- Authors: Pierre Chouinard, Mark Evans, Peyton J Huffman, Frank C Metz, Robert Reitano, James A Tilley
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting