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The Financial Reporter
LaSorella L I F E I N S U R A N C E C O M PA N Y F I N A N C I A L R E P O R T I N G S E C T I O N “A KNOWLEDGE ... Council Member Raymond T. Schlude, Council Member Yiji S. Starr, Council Member Vincent Y.Y. Tsang, Council ...- Authors: Robert Crompton, Arnold Dicke, Luke Girard, David Hippen, Kenneth LaSorella, Stephen Strommen, Darin Zimmerman
- Date: Jun 2006
- Publication Name: The Financial Reporter
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Setting the Level of Margins in a Principles-Based Valuation Using a Cost-of-Capital Approach with Exponential Utility
character- ized by U (x) = e-kx. That is, the utility of profits equal to best estimates is U (0) = 1, and ... the equation, given values of ROE, i and r. The table below shows values of k as they depend on ROE and ...- Authors: Stephen Strommen
- Date: Jun 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Economics>Financial economics; Enterprise Risk Management>Capital management - ERM; Financial Reporting & Accounting>Fair value accounting
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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