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  • Positive Weights on the Efficient Frontier

    Positive Weights on the Efficient Frontier This abstract describes a paper that derives a simple explicit solution for an efficient portfolio with positive weights. efficient frontier;weights; ...

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    • Authors: Phelim Boyle
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Capital - Annuities; Annuities>Pricing - Annuities

  • Pricing in a Low Interest Rate Environment

    Pricing in a Low Interest Rate Environment The decrease in interest rates over the last several years has led to decreases in the maximum valuation rate and maximum nonforfeiture interest rate, ...

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    • Authors: Terry Long
    • Date: Mar 2013
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: Small Talk
    • Topics: Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Life Insurance>Non-forfeiture benefits; Reinsurance>Product development - Reinsurance

  • Mortality Arbitage—Life and SPIA

    Mortality Arbitage—Life and SPIA discussion of arbitrage possibilities cause by inconsistent mortality pricing assumptions in annuity products vis. a vis. life insurance products Mortality ...

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    • Authors: Douglas Doll
    • Date: Apr 2003
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Product Matters!
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance

  • Modeling Variable Annuity Minimum Guaranteed Death Benefits

    Modeling Variable Annuity Minimum Guaranteed Death Benefits Discussion of the biases understatement of risk/reserves that arise when aggregating cells in modeling Variable Annuity Minimum ...

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    • Authors: Donald A Skokan
    • Date: Sep 2003
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation

  • Trading Places: Life and Pension actuaries find common ground to express funding concepts

    Trading Places: Life and Pension actuaries find common ground to express funding concepts A pension actuary and a life actuary collaborate to express public pension liability and asset issues in ...

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    • Authors: R Thomas Herget, R Inglis
    • Date: Sep 2014
    • Competency: Communication; Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Financial Reporting & Accounting; Pensions & Retirement

  • Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing

    Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing We apply grouped functional time series forecasting methods to produce point forecasts of mortality ...

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    • Authors: Steven Haberman, Han Lin Shang
    • Date: Jul 2017
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Annuities>Pricing - Annuities

  • Mortality Comparisons and Risk Exposures in the Older Age U.S. Financial Services Market

    Mortality Comparisons and Risk Exposures in the Older Age U.S. Financial Services Market This report summarizes the results of a mortality and pricing survey. It indicates significant ...

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    • Authors: William H Bowman, Roger Freeman
    • Date: Dec 2011
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance

  • Managing Retirement Assets Symposium: Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity

    Managing Retirement Assets Symposium: Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity This paper develops a model of annuity mortality that facilitates a more thorough ...

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    • Authors: Kim Balls
    • Date: Apr 2004
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Annuities>Individual annuities; Annuities>Pricing - Annuities

  • Reflecting Risk In Pricing Survey

    Reflecting Risk In Pricing Survey This article discusses an update to a survey that focuses on how companies are trying to price for and understand the risks inherent in the products they sell.

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    • Authors: Donna Christine Megregian
    • Date: Jun 2011
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Product Matters!
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance

  • Mortality Comparisons

    Mortality Comparisons This is an excel spreadsheet with some data pertaining to an article of the same name from the Product Development News Mortality assumption; 4294978439 4/1/2003 12:00:00 AM ...

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    • Authors: Douglas Doll
    • Date: Apr 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Product Matters!
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
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