Abstract

Journal of Actuarial Practice

Volume 7, Numbers 1 and 2, 1999


Commissioners Annuity Reserve Valuation Method (CARVM)

Keith P. Sharp (Third Prize)

Abstract

This paper describes the commissioners annuity reserve valuation method (CARVM) and highlights the fundamental contrast with insurance valuation. Numerical examples illustrate methods of applying CARVM to particular annuity designs. The application of NAIC Actuarial Guideline 13 on bailouts is given particular attention.

Key words and phrases: cash surrender values, single premium deferred annuity, antiselection, election.

Keith Sharp

Department of Statistics & Actuarial Science

University of Waterloo

Waterloo ON N2L 3G1

CANAD


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