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Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products
Life Insurance and Annuity Products The research investigates the challenges associated with determining ... embedded options in two product types and incorporates the process into product pricing and liability valuation ...- Authors: Society of Actuaries, Timothy Hill, Dale Visser, Ricardo Trachtman
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Minimum Guaranteed Benefits on Variable Annuities
Minimum Guaranteed Benefits on Variable Annuities 2003 Valuation Actuary Symposium, San Diego, ... update on the current status of the actuarial guidelines on VA death and living benefits, the Academy's ...- Authors: James W Lamson, John M O'Sullivan, Timothy Hill
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Public Policy
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Stochastic Pricing
Stochastic Pricing This session at the SOA 2001 Toronto Spring Meeting offers an overview ... Pricing This session at the SOA 2001 Toronto Spring Meeting offers an overview of stochastic pricing including ...- Authors: W Steven Prince, Timothy Hill, Chris Stiefeling, Michael Bean
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models
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Variable Annuity Riders: Pricing and Risk Considerations in Today's Market Environment
Today's Market Environment This session from the Washington Spring Meeting provides an update on variable ... minimum withdrawal benefits GMWBs. From the Record of the Society of Actuaries, Volume 29, No. 1, Session ...- Authors: Ari Lindner, Timothy Hill, Robert Stone
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Better Pricing in an Uncertain World
Society of Actuaries Note: All handout materials are available through the link on the table of contents ... deterministic models to the use of multiple scenarios, and now we have the ability to stochastically ...- Authors: Timothy Hill, Tim Bennett
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities; Life Insurance>Pricing - Life Insurance