SOA – VASP – Valuation Actuary Symposium Proceedings
SOA – VASP – Valuation Actuary Symposium Proceedings
1980s
- 1985 – SOA – VASP – Using Deterministic Scenarios To Test Valuation Reserves For Universal Life, Valuation Actuary Symposium Proceedings, VASP855, Society of Actuaries – 86p
- 1986 – SOA – VASP – Actuarial Malpractice: An Analysis of the Legal Implications of Valuation Actuary Concept (U.S. Session), VASP966 – Society of Actuaries – 14p
- 1986 – SOA – Corporate Modeling and Forecasting (Practical Aspects of the Valuation Actuary Recommendations), rsa86v12n212 – Society of Actuaries – 42p
- 1986 – SOA – VASP – Setting Appropriate Assumptions For The Valuation Process, VASP864 – Society of Actuaries – 48p
- Dennis L. Carr: Over the past couple of years, Tillinghast has been involved in doing asset/liability cash flow analyses for interest-sensitive life and annuity products.
- Over that time period, we have learned a great deal about the assumptions involved in such modeling.
- The assumption-setting process is not new to actuaries; however, setting assumptions that vary with different interest scenarios is rather new, so we are still very much in the learning mode.
- Dennis L. Carr: Over the past couple of years, Tillinghast has been involved in doing asset/liability cash flow analyses for interest-sensitive life and annuity products.
- 1987 – SOA – VASP – Cash Flow Analysis Techniques, VASP871 – Society of Actuaries – 100p
- 1987 – SOA – VASP – Current Research and Alternative Technologies – VASP873 – Society of Actuaries – 66p
- 1987 – SOA – VASP – FASB Hearing On Insurance, The Actuary, act-1987-vol21-iss07-schreiner – Society of Actuaries
- 1987 – SOA – VASP – Status Of The Valuation Actuary In The United States, VASP876, Society of Actuaries – 50p
- 1987 – SOA – VAH – Valuation Actuary Handbook
- Table of Contents – vah870
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1987 – SOA – VAH – Valuation Actuary Handbook – Chapter I – Insurance Company Statutory Valuation, VAH871 – Society of Actuaries – 34p
- 1988 – SOA – Unification of Pricing, Valuation, and Management-basis Financials for Participating and Nonguaranteed Element Contracts, by Donald D. Cody, tsa88v40pt18, Society of Actuaries
- The extensive research findings on theory and practice in the valuation actuary effort are set forth in the 1987 Valuation Actuary Handbook [9] and in papers
- 1988 – SOA – VASP – C-3 Risk and Liability Hedging, VASP889 – Society of Actuaries – 70p
1990s
- 1990 – SOA – VASP – Panel: CMO and Other Asset Projections, Session 10, VASP9016, Society of Actuaries – 60p
- 1990 – SOA – Standard Valuation Law, rsa90v16n217, Society of Actuaries – 20p
- Frank S. Irish: Next most important, in my opinion, is the Valuation Actuary Handbook, which was published in 1987. It is an attempt to organize the available material to organize the available material, including chapters on how to do cash-flow testing, on modeling, and on the legal and organizational implications of the valuation actuary concept.
- 1991 – SOA – VASP – CMO Boot Camp: In the Tranches, vasp914, Society of Actuaries – 60p
- 1991 – SOA – VASP – Practical Asset/Liability Modeling for CMOs, VASP9110, Society of Actuaries – 76p
- 1992 – SOA – VASP – The Valuation Actuary – 1992 Developments, VASP921 – Society of Actuaries –
- 1993 – SOA – VASP – Life and Annuity Valuation Issues, Session 3, VASP933 – Society of Actuaries – 18p
- 1993 – SOA – VASP – The Valuation Actuary: An Overview of 1993 Developments, VASP931 – Society of Actuaries – 146p
- 1994 – SOA – VASP – Introduction and Overview: Current Activities of NAIC’s Life and Health Actuarial Task Force, VASP941 – Society of Actuaries – 110p
- Dwight K. Bartlett, Maryland Insurance Commissioner
- 1994 – SOA – VASP – Life and Annuity Valuation Issues, Session 2 – VASP942 – Society of Actuaries – 36p
- 1994 – SOA – VASP – Life and Deferred Annuity Life and Deferred Annuity Liability Models, Session 8 – VASP946 – Society of Actuaries – 32p
- 1995 – SOA – VASP – Life and Annuity Valuation Issues, Session 2, VASP952 – Society of Actuaries – 18p
- 1995 – SOA – VASP – Life Valuation Issues — XXX / Regulation 147, VASP9514 – Society of Actuaries – 16p
- 1995 – SOA – VASP – – VASP9516 – xp
- Shane CHALKE: The whole essence and theme of cash-flow testing is to try to simulate reality. Now, we realize that we’re in an artificial box, given the nature of…
- 1996 – SOA – VASP – Life and Annuity Valuation Issues, Session 2, VASP962 – Society of Actuaries – 32p
- 1996 – SOA – VASP – Sources of Profit Statements, Session 8 , VASP965 – 28p
- 1996 – SOA – VASP – State Variations from Standard Law, Session 26, VASP9614 – Society of Actuaries – 20p
- 1997 – SOA – VASP – Equity-Indexed Products Overview, VASP978 – Society of Actuaries – 40p
- 1997 – SOA – VASP – Market Value Measures: Duration Analysis and Economic Surplus, VASP9713 – Society of Actuaries – 56p
- 1998 – SOA – VASP – Valuation Actuary Symposium Proceedings – Table of Contents, VASP980 – Society of Actuaries – 8p
- 1998 – SOA – VASP – Valuation Actuary Symposium Proceedings – Regulatory Topics, VASP9819, Society of Actuaries – 28p
- Larry M. Gorski, FSA, MAAA – Actuary – Illinois Department of Insurance
- Mark J. Greene, FSA. MAAA, Supervising Actuary, New York State Insurance Department
- Kerry A. Krantz, FSA, MAAA, Valuation Actuary, Florida Insurance Department
- 1998 – SOA – VASP – Asset Modeling Concepts, VASP983 – Society of Actuaries – 38p
- 1999 – SOA – VASP – 1999 Valuation Actuary Symposium, Edward L. Robbins, va99-44of – Society of Actuaries – 28p
2000s
- 2000 – SOA – VASP – GAAP Issues-General, va00-11of – Society of Actuaries – 26p
- 2000 – SOA – VASP – Session 1GS – General Session, va00-1gs – Society of Actuaries – 28p
- 2000 – SOA – VASP – GAAP Accounting for Derivatives: FAS 133, va00-21ts – Society of Actuaries – 30p
- 2003 – SOA – VASP – Applied Modeling Concepts, va03-7pd – Society of Actuaries – 21p
- 2003 – SOA – VASP – GAAP for Nontraditional Long-Duration Contracts, va03-36ts – Society of Actuaries – 23p
- 2004 – SOA – VASP – Integrated Risk Management, va04-29pd – Society of Actuaries – 22p
- 2005 – SOA – VASP – Statutory Financial Reporting for Universal Life, Jeffrey A. Beckley, va05-21ts – Society of Actuaries – 15p
2010s
- 2015 – SOA – VASP – Reviewing, Validating and Auditing Actuarial Models, reviewing-validating-auditing-act-models – Society of Actuaries – 41p