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  • Leveraging X-factor Testing Techniques in Developing Mortality Assumptions for VM-20
    Leveraging X-factor Testing Techniques in Developing Mortality Assumptions for VM-20 VM-20 requires prudent ... consider the prescribed margins to be adequate. Mortality assumption;Principles-based reserves=PBR;Statistical ...

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    • Authors: Ying Zhao, Jeffrey Lortie
    • Date: Mar 2018
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: The Financial Reporter
    • Topics: Life Insurance>Reserves - Life Insurance
  • Highlights and Implications of the PBR Assumptions Resource Manual
    purposes. Besides the usual assumptions such as mortality, lapses and expenses, a few items are worth highlighting ... data. VM-20 describes the credibility method for mortality assumptions. For nonmortality assumptions, ASOP ...

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    • Authors: Ying Zhao
    • Date: Sep 2019
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Experience Studies & Data