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Market Consistent Valuation of Fixed Indexed Annuity
Market Consistent Valuation of Fixed Indexed Annuity it discusses the framework and modeling of the ... the market consistent valuation of fixed indexed annuity, against the backdrop of the convergence of accounting ...- Authors: Jing Fritz
- Date: Feb 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Finance & Investments; Finance & Investments>Economic value
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Equity-Indexed Annuities - Reserving and Account Issues
Equity-Indexed Annuities - Reserving and Account Issues 1996 Valuation Actuary Symposium. ... testing issues. Acquisition expenses;Annuity reserves;Annuity valuation;Cash flow testing;Derivatives;Financial ...- Authors: Application Administrator, Alan Downey, Lilia Sham, John Santosuosso
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Equity-Indexed Products-Design, Pricing and Hedging Part I
equity-indexed products has been mushrooming in both the U.S. and Canada. Equity-indexed annuities (EIAs) have ... results target market and customer needs life versus annuity products SEC issues policy forms market conduct ...- Authors: Alan K Ryder, Lilia Sham, Charlene Marie Barnes
- Date: Jun 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Equity-Indexed Products: Managing the Beast
Moderator: ANSON J. UJAY) GLACY JR. Panelists: ANDREW S. CHOWt ANSON J. UJAY) GLACY JR. JEFFREY J. LOBOt ... Copyright © 1999, Society of Actuaries tMr. Andrew S. Chow, not a member of the sponsoring organizations ...- Authors: Anson Glacy, Stephen Stone, Jeffrey J Lobo, Andrew S Chow
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Assessing Regime Switching Equity Return Models
used to assess the fit of several models to the S&P 500 log‐returns. We then complement this analysis ... innovations. Section 5 then assesses the models using the S&P total return index. This is done by first examining ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Finance & Investments; Modeling & Statistical Methods
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An out-of-sample analysis of investment guarantees for equity-linked products: Lessons from the financial crisis of the late-2000s
Overview of data and models • Data: log-returns on the S&P 500 Total Return Index – Period: February 1956 ... in-the-money • The worst cumulative returns on the S&P 500 (TR) on a horizon of 10 years or less generally ...- Authors: Mathieu Boudreault, Maciej Augustyniak
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Variable annuities; Finance & Investments