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  • Risk-Based Capital Update
    zero except for disability income and long-term care. The new asset concentration factor now has ... ago when the RBC formula was developed. The primary focus then was on traditional default risk and ...

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    • Authors: Larry M Gorski, Alastair G Longley-Cook, James Reiskytl
    • Date: May 2002
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Capital management - ERM; Public Policy
  • XXX Status Report
    years now in many jurisdictions. It should take care of the promises you alluded to on the outlying years ... thank you for those insights. If you wouldn't care to keep your thoughts to yourself so much we could ...

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    • Authors: Larry M Gorski, R Thomas Herget, Mark J Oberhellman
    • Date: Oct 1996
    • Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Reserves - Life Insurance
  • Mortality Risk in Life Annuities
    amount of a prudent contingency reserve has been a primary concern. In 1933, Piper [6] calculated the standard ... an appendix to Tay- lor's paper, and was the primary focus of Boermeester's paper [1] in 1956. Here ...

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    • Authors: Larry M Gorski, Hsien-Ming K Keh, Warren Luckner, Robert McCrory, Murray Projector, Robert C Tookey
    • Date: Oct 1986
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Annuities>Payout annuities; Modeling & Statistical Methods
  • Minimum Guaranteed Benefits on Variable Annuities
    and move elsewhere. It's important to exercise care in using a static assumption when it's reasonable ... calculations because you have to derive these values on a direct basis, ignoring the reinsurance. Then you have ...

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    • Authors: J Gaule, Larry M Gorski, James W Lamson, John M O'Sullivan
    • Date: Jan 2005
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Financial Reporting & Accounting>Statutory accounting
  • State Variations and Their Impacts on Valuations
    line. For example, we did it for LTD, long-term care, and different product lines in group. We found ... Then, we went through the calculation for long-term care and found out the most stringent reserve requirement ...

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    • Authors: Larry M Gorski, Shirley Hwei-Chung Shao, Lauren M Bloom
    • Date: Jun 1996
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Financial Reporting & Accounting>Statutory accounting; Public Policy
  • Interest Scenarios
    Interest Scenarios From a session at the annual meeting of the Society of Actuaries held in ... rate; dz is a Wiener process. I would like to direct your attention to the fact that all the coefficients ...

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    • Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
    • Date: Oct 2000
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy