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  • Risk Based Pricing—Risk Management at the Point of Sale
    for Individual Life Products By David S. Lee 17 2009 Annual Meeting Sessions Sponsored by the Product ... to align compensa- tion with risks undertaken. IFRS Phase II, which is based on a fair value approach ...

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    • Authors: Dominique Lebel
    • Date: Jun 2009
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Product Matters!
    • Topics: Finance & Investments>Risk measurement - Finance & Investments
  • Market-Consistent Pricing as the Market Sort of Normalizes: Separating the permanent from the temporary grayness, Part 1 of 2
    Market-Consistent ... 20% 10% 0% 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 Spot Vol Forward Vol 8 ... differences become further pronounced when comparing to IFRS, and, again, when comparing capital requirements ...

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    • Authors: Mitchell Katcher, Eric Clapprood
    • Date: Oct 2010
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Product Matters!
    • Topics: Annuities>Pricing - Annuities; Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Pricing - Life Insurance