Description: discussion of arbitrage possibilities cause by inconsistent mortality pricing assumptions in annuity products vis. a vis. life insurance products

Description: This paper describes the use of the Moses software package to model variable annuities with multiple guarantees. Pricing and risk management are discussed.

Description: Discussion papers on a paper dealing with minimum statutory nonforfeiture values for retirement annuity contracts.

Description: This is an excel spreadsheet with some data pertaining to an article of the same name from the Product Development News

Description: The paper summarizes results from two doctoral dissertations. The first discusses integration of insurance products with investment products to mitigate the risk of outliving one’s assets. The second discusses modeling and pricing for the longevity risk in the secondary market in insurance, including a provision for adverse deviation PAD.

Description: A discussion of the possible effort required and impacts resulting from the implementation of C3 Phase II for establishing risk-based capital for variable annuities. This article will describe practical considerations gleaned from actual valuation calculations recently performed by a consulting firm.

Description: Article Book Review by Ray in The Actuary, January 1979, Volume 13, Number 1

Description: A review of recent trends in immediate non-refund annuity mortality and a presentation of a modification of the a-1949 Table with Projection Scale B which reflects these recent mortality trends. Followed by several discussion papers submitted

Description: Discusses notation deficiencies.

Description: The article explores impact of resetting cap vs static cap choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, analysis of a Monthly Sum Cap is provided showing impacts of particular choices of market models (e.g. Black, Heston, Bates) used to price this deal.