1
-
5
of
5
results (0.53 seconds)
Sort By:
-
A New Mortality Basis for Annuities
New Mortality Basis for Annuities Provides the actuary with a more satisfactory basis for annuity premiums ... premiums and reserves. It presents a new mortality basis and offers a description of its construction ...- Authors: Edward A. Lew, Wilmer A Jenkins
- Date: Jan 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Annuities
-
Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
accumulation benefits=GMAB;Lapse rates=Lapses;Mortality assumption;Policyholder behavior;Risk measurement;Value ... measurement;Value at risk=VAR;Variable annuities;Mortality risk; 8443 4/1/2006 12:00:00 AM ...- Authors: Guanghua Cao
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
-
Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability – The Contractual Benefit Obligation
Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability ... obtaining the fair value of the public sector employer’s pension benefit liability. Discount rates=Interest ...- Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
-
Longevity Risk Pricing
their excellent work in the evolving area of mortality risk products. As insurance companies and the ... in the development of new products to address mortality and longevity risk, it will continue to be important ...- Authors: Michael Kaster
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Experience Studies & Data>Mortality; Long-term Care; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Retirement risks
-
Longevity Risk Pricing Q&A
can look back over time and estimate the true mortality for these different risks, then that risk that ... Now suppose you purchase some form of immediate annuity type protection which guarantees you an income ...- Authors: Society of Actuaries
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities; Experience Studies & Data>Mortality; Long-term Care; Pensions & Retirement>Retirement risks