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  • RILA GLWB Designs and Market Risk Analysis
    understanding of Registered Index-Linked Annuity (RILA) and Fixed Index Annuity (FIA) products. An introduction ... found in “The Rise of Registered Index-Linked Annuity Products” from the August 2022 issue of Product ...

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    • Authors: Matthew Kevin Heaphy, Nicholas Carbo, David J Elliott
    • Date: May 2023
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Product Matters!
    • Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Guaranteed living benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
  • Stochastic Modeling Is On the Rise
    but does not require stochastic modeling of mortality risk (however, a company may elect to do so). ... fairly well established, stochastic modeling of mortality is not as fully developed. In fact, most published ...

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    • Authors: Michael Failor, David Wylde
    • Date: Nov 2016
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Product Matters!
    • Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
  • Nested Stochastic Pricing: A Case Study
    only minor attempts at implementing the precise U.S. PBA requirements as they now stand. To do so would ... CSO Table. • Anticipated mortality experience equal to 50 percent of the 2001 CSO table. • Anticipated ...

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    • Authors: Craig Reynolds, Sai Man
    • Date: Oct 2008
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Product Matters!
    • Topics: Actuarial Profession>Best practices; Modeling & Statistical Methods>Stochastic models
  • Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling
    the Policyholder Behavior in the Tail Variable Annuity Guaranteed Benefits Survey/C3 phase II 2009 Results ... withdrawal benefit (GMWB) rider on a variable annuity contract for example: Is it the Guaranteed Withdrawal ...

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    • Authors: Yuhong Xue
    • Date: Jun 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Product Matters!
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
  • Arithmetic vs. Geometric Mean Returns
    vs. Geometric Mean Returns by Douglas C. Doll Mortality Arbitage—Life and SPIA by Douglas C. Doll Features ... consumer/agent toarbitrage the difference in mortality assumptions between life products and single premium ...

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    • Authors: Douglas Doll
    • Date: Apr 2003
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Product Matters!
    • Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Universal Life With Secondary Guarantees: Stochastic Pricing Analysis
    alternative combinations of lapse assumptions, mortality assumptions, premium payment patterns, and account ... accordance with our interpretation and experience with U.S. GAAP and statutory accounting principles, including ...

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    • Authors: Robert Stone, Andrew Steenman
    • Date: Feb 2012
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Product Matters!
    • Topics: Life Insurance>Secondary guarantees; Life Insurance>Universal life; Modeling & Statistical Methods>Stochastic models
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