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Technology and the Actuarial Pricing Model - What Comes Next?
FH1747:Q CASHFLOWS PER $100 AT 6 SCENARIOS The primary decomposition in ABCD (Chart 10) clearly shows ... portfolio. We’ve found, for annuities, that the best primary decomposition is not zero-coupon bonds but a synthetic ...- Authors: Shane A Chalke, Thomas W Reese, Irwin T Vanderhoof, Douglas A George, Mark C Abbott
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods; Technology & Applications>Software
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Individual Life Product Development Update
declining about 2% per year above age 35. Thus both direct expenses and mortality charges have been generally ... created the unlimited marital deduction was the primary impetus for this product. However, it took awhile ...- Authors: Pamela M Crane, Daniel Kane, Thomas W Reese, Gregory Rogers, Robert S Rubinstein
- Date: May 1991
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance>Pricing - Life Insurance