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  • Is Credibility Still Credible?
    The mortality experience of your block in the past year has been higher than the industry table you ... industry table in light of the results? This example will translate directly to any mortality application ...

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    • Authors: Mark Griffin
    • Date: Aug 2017
    • Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management
  • Excess Spread Approach toPricing and Valuing SPDAs
    products. A sam- ple Single Premium Deferred Annuity (SPDA) product is used to demonstrate the approach ... implied by the term structure of the prevailing U.S. Treasury yield curve at the time of pricing. As ...

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    • Authors: Mark Griffin
    • Date: Oct 1999
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Annuities>Pricing - Annuities; Enterprise Risk Management