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Using Deterministic Scenarios to Test Valuation Reserves for Universal Life
Using Deterministic Scenarios to Test Valuation Reserves for Universal ... models;Investment strategy;Lapse rates=Lapses;Life reserves;Mortality assumption;Policyholder behavior;Scenario generation=Scenario ...- Authors: Dennis Carr, Michael R Tuohy
- Date: Jan 1985
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Best practices; Actuarial Profession>Qualifications; Actuarial Profession>Professional development; Actuarial Profession>Standards of practice; Financial Reporting & Accounting>Statutory accounting