1
-
10
of
10
results (0.72 seconds)
Sort By:
-
Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives
Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives Competition for space in distribution ... proliferation of exotic options embedded in variable annuity products. This article discusses how this has ...- Authors: Michelle Smith, Roma Jakiwczyk, Edward Wilson, Mark Evans
- Date: Nov 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Finance & Investments>Derivatives
-
Cash Flow Analysis by the Prudent Banker's Method, or Discounting Turned on its Head
Cash Flow Analysis by the Prudent Banker's Method, or Discounting Turned on its Head Traditional ...- Authors: Application Administrator, Mark Evans, Roger E Johnson, Thomas Marra, Claude Y Paquin, S. Promislow, William L Roach, Eric Seah, Elias Shiu, Courtland C Smith, Donald R Sondergeld
- Date: Oct 1987
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance
-
Asset Share Mathematics
mature at the same policy duration and projected mortality and lapse experience is identical except in the ... a cash flow c at moment s within policy year t accumulates to [1 + (1 -- s)i]c at the end of policy ...- 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
-
AIDS: Survival Analysis of Persons Testing HIV+
death. 517 518 AIDS: SURVIVAL ANALYSIS Table 1A classifies the number of persons observed during ... time the subject was first observed in the study. Table 1B gives the corresponding number of persons whose ...- Authors: Beda Chan, Mark Evans, Harry H Panjer, Elias Shiu, J. C. Smith
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity
-
Actuarial Software: Build or Buy
_________________________________ *Copyright © 2000, Society of Actuaries RECORD, Volume 25, No. 3* ... individual health and annuity products. I spend a lot of time on experience studies, mortality, lapse, and a ...- Authors: Mark Evans, Stephen Strommen, Susan M Lee, Jeffrey J Krygiel
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications>Software
-
A Comparison of Alternative Generally Accepted Accounting Principles GAAP Methodologies for Universal Life
PRINCIPLES (GAAP) METHODOLOGIES FOR UNIVERSAL LIFE S. MICHAEL McLAUGHLIN ABSTRACT Several methods are ... expenses; i' = interest rate earned; q' = mortality rate; DB = death benefit; w' = withdrawal ...- Authors: Mark Evans, S Michael McLaughlin, Donald R Sondergeld
- Date: Oct 1987
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
-
FAS No. 97 Brings Sweeping Changes
FAS No. 97 Brings Sweeping Changes FASB's Statement of Financial Accounting Standards No. 97 contains ...- Authors: Mark Evans
- Date: Jul 1988
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Life Insurance>Universal life
-
Introduction to J/ACORD XML Standards
component in an application. This component business (Table 1) is quite interesting. Consider, for example, ... Introduction to J/ACORD XML Standards 4 Table 1 6 Just another Component Internet Explorer ...- Authors: Mark Evans, Christopher D Burke, Robert J Marone
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications
-
Managing the Actuarial Systems Function
worked with the actuarial rate routines, did mortality studies, and published the rate book. Changes ... but we don't table. I don't want to say that we don't table any rates, but we table very few. From ...- Authors: Larry Curran, Mark Evans, Rob Glazier
- Date: Jun 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Technology & Applications
-
Increasing Insurances Under the Uniform Distribution of Deaths Assumptions
Increasing Insurances Under the Uniform Distribution of Deaths Assumptions This paper eschews using general ... = lA - + . -I ' j_'-j_ I x X Ax L rEx Ax:tr:TI (s- ).) r==-o c=(I A). - Ax{ I T I- n = Q=A)x-A/ ...- Authors: Calvin D Cherry, Mark Evans
- Date: Jan 1979
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession