Study Notes and Published Refences - Note SN 8IU-310-04 - VALN OF LIVING AND DEATH BENEFIT GUARANTEES FOR VARIABLE ANNUITIES

Introduction
Types of Guarantees
Characteristics of Living and Death Benefit Guarantees
Theoretical and Practiacl Issues in Valuing Guar Benefits
  • Pre-Annuitization Mortality
  • Partial W/D and Contributions
  • Grouped vs Seriatim Data
  • Asset Allocation and Fund Transfers
  • Future Economic Scenarios Statutory Valn
    US GAAP
    Conclusion
    Appendix A
    Appendix B
    Reinsurance - Tiller and Tiller
    Chapter 4 - TRADITIONAL REINSURANCE
    YRT (see html)
    Coinsurance
    Modified Coinsurance - ModCo
    Chapter 5 - FINANCIAL REINSURANCE
    Uses of Financial Reinsurance
    Terminology
    Comparative Model - see book beginning p 112
    Plans of Financial Reinsurance
    Coinsurance
    ModCo
    Funds Withheld Coins
    Funds Withheld ModCo
    Partially Modified Coins (PartCo)
    Regulation and Taxation
    Security Considerations
    Copyright © 2004 Steve Welander.
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