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Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability – The Contractual Benefit Obligation
Value of the Liability – The Contractual Benefit Obligation Part 1 proposes solutions to the first of ... of three flaws of the current financial model to obtaining the fair value of the public sector employer’s ...- 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
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Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture This paper builds ... builds a model that quantifies the natural hedging benefits of a portfolio of both variable annuities and ...- Authors: Guanghua Cao
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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Longevity Risk Pricing Q&A
Transcript of the Q&A period from Session 5A. The paper presented proposes a new method to price the longevity ... order to tackle the pricing obstacle. Longevity;Long-term care insurance=LTCI;Long-term care reinsurance; ...- 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
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Longevity Risk Pricing
Discussion of Living to 100 Session 5A. The papers presented propose a new method to price the longevity ... risk premia in order to tackle the pricing obstacle and reviewed the insurance industry implications ...- 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
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A New Mortality Basis for Annuities
A New Mortality Basis for Annuities Provides the actuary with a more satisfactory basis for annuity ... offers a description of its construction. It also provides a historical review of past mortality tables ...- Authors: Edward A. Lew, Wilmer A Jenkins
- Date: Jan 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Annuities