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The Financial Reporter
and convexities of the various asset classes. But care must be taken so that the duration and convexi- ... hear the “bad news” from the actuary. Authority & Direct Access: In over 90% of the time, the VA has authority ...- Authors: David N Becker, Thomas Campbell, Harold Forbes, Larry M Gorski, G Mitchell, Stephen N Patzman, Edward Robbins, Hans J Wagner, Glyn A Holton, Cecilia Green
- Date: May 1999
- Publication Name: The Financial Reporter
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Valuation and Capital Requirements for Guaranteed Benefits in Variable Annuities
that it's going to be year-end 2004. That takes care of the statutory side. I'm going to turn to the ... you're doing dynamic hedging and you're taking care of the lapse and mortality risk, this isn't going ...- Authors: Robert A Brown, Thomas Campbell, Larry M Gorski
- Date: Oct 2002
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits