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Use of Derivatives by the Insurance Industry
studies, suggested that derivatives activity was the primary domain of life/health insurers and not P & C companies ... (OTC) market. The life/health insurers are the primary participants in this market, although property ...- Authors: Larry M Gorski, Warren Luckner, David J Cummins, Lucien Burnett, Richard D Phillips, Thomas A McAvity
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Mortality Risk in Life Annuities
amount of a prudent contingency reserve has been a primary concern. In 1933, Piper [6] calculated the standard ... an appendix to Tay- lor's paper, and was the primary focus of Boermeester's paper [1] in 1956. Here ...- Authors: Larry M Gorski, Hsien-Ming K Keh, Warren Luckner, Robert McCrory, Murray Projector, Robert C Tookey
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Annuities>Payout annuities; Modeling & Statistical Methods