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Principle-Based Reserves Simplified Methods
..................................... 9 3.3 MORTALITY RISK ........................................ ... charge to the American Academy of Actuaries (AAA) Annuity Reserve Work Group (ARWG) to develop PBR for nonvariable ...- Authors: Mark Birdsall, Brian Hartman, Stephen Strommen
- Date: Jul 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting
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Applied Modeling Concepts
I'm one of those people. In fact, back in the year 2000, Luke Girard published a paper in the North American ... that came up this morning under the life and annuity valuation issues session. If all of the assumptions ...- Authors: David A Ricci, Stephen Strommen, Vincent Y Y Tsang, Benjamin J. Yahr
- Date: Sep 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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Common Misunderstandings of Risk-Neutral Valuation
erally accepted that the observed yield curve for U.S. Treasurys is inappropriate because Treasurys are ... is suggested for use. Such a yield curve can be U.S. Treasurys plus an illiquidity adjustment. Sometimes ...- Authors: Stephen Strommen
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Life Insurance
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The Great MOCE Debate
difference can be striking. The charts below show mortality margins and the pattern of margin release over ... year, present valued over 20 years. The 20-year annuity factor may be about 12, putting the margin at ...- Authors: Stephen Strommen
- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting