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  • Deferred Annuity Modeling Issues
    Deferred Annuity Modeling Issues This session at the 1998 Valuation Actuary Symposium discusses issues related to variable and fixed deferred annuity modeling. Asset allocation;Fixed income ...

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    • Authors: Meredith Ratajczak, Francis Sabatini
    • Date: Sep 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Modeling & Statistical Methods
  • A Two-decrement Model for the Valuation and Risk Measurement
    A Two-decrement Model for the Valuation and Risk Measurement This presentation develops an integrated approach that addresses simultaneously guaranteed annuity option (GAO)’s pricing and capital ...

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    • Authors: YIXING ZHAO, ROGEMAR SOMBONG MAMON, Huan Gao
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
  • Advanced Topics in Annuity Modeling
    Advanced Topics in Annuity Modeling 1997 Valuation Actuary Symposium, Session 21 looks at advanced topics in annuity modeling. Asset liability management=ALM;Asset modeling;Investment strategy; ...

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    • Authors: Francis Sabatini, Peter Tilley, Russell Osborn
    • Date: Sep 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Modeling & Statistical Methods