Wednesday, October 12, 2011

Annuities And Aggregate Mortality Uncertainty

Slide 1
RBC for annuities Reserves for equity-indexed Mortality Table and 4% Interest Rate Controversial decision of immense importance Not much all contracts Stochastic Component Prudent Estimate assumptions Conservative side of confidence interval Add margin for uncertainty ... Retrieve Document

Valuation Of Non-life Technical Provisions Under Solvency II
The known aggregate-paid loss found in an actuarial analysis as of a valuation date. Guidance based on uncertainty6 Case 1: Annuities arising from non-life insurance contracts, (mortality decrement). To formulate a discounted best ... Read Content

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