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Reserving Issues for Variable Annuities
in SFAS 97? As I mentioned, there's this paragraph 17, which talks about the liability being a policyholder ... look at the S&P 500 from August 1, 2000 to April 17, 2002, it dropped 41 percent from 15.17 down to ...- Authors: Application Administrator, Errol Cramer, Vincent Y Y Tsang, John O Esch
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities
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Complex Liability Modeling Issues
Complex Liability Modeling Issues From a session at the 2001 Valuation Actuary Symposium, held ... level a lot. Complex Liability Modeling Issues 17 The second kind of design feature that you’ll sometimes ...- Authors: Application Administrator, Thomas J Mitchell, John M O'Sullivan, Joseph M Rafson
- Date: Nov 2001
- Competency: Communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Hedging Variable Annuity Guarantees: A Practical Discussion
Hedging Variable Annuity Guarantees: A Practical Discussion From a session at the Spring meeting of the Society of Actuaries held in San ... Guarantees 17 example, if your data system still isn't updated ...- Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models