Presentation by Marc Altschull and Doug Robbins - Actuary.com

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GMIB Behavioral Assumptions GMIB utilization Lapses Transfers to the fixed account Transfers to a safer separate account fund 18
GMIB Utilization Assumption (Changes from base C3 requirement of 91 bps) Maximum annual GMIB election rate increased from 25% to 50% 22 bps vs. 67 bps GMIB election rate increased from 50% to 100% of “in-the-moneyness” 12 bps Combination: Election rate of 100% with max of 50% 19
Page 1 and 2: Stochastic Modeling Workshop — Po
Page 3 and 4: Objective The The results results p
Page 5 and 6: VA Sales Have Coincided with the Eb
Page 7 and 8: Guaranteed Benefits Considered GMD
Page 9 and 10: Scenario Calibration Modifications
Page 11 and 12: Agenda Introduction Introduction GM
Page 13 and 14: GMDB Dynamic Lapse Results (Changes
Page 15 and 16: Dollar-for-Dollar with Dynamic Part
Page 17: Agenda Introduction Introduction GM
Page 21 and 22: Dynamic Lapses Amplify C3 Requireme
Page 23 and 24: Transfers to a Safer Separate Accou
Page 25 and 26: GMDB Observations Certain behavior

Presentation by Marc Altschull and Doug Robbins - Actuary.com

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