Update on Principle Based Reserving - Actuary.com

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6/2/2012Determining the Margin – CurrentFactorsPercentage margin table for company variation riskIssue Age Load Issue Age Load
6/2/2012Margin Consideration For GrossPremium Reserve, cont’d• The margins are specific to the underlying VBT tableand experience of the contributors relative to the mean(i.e., the variation around the mean)• Margins/loads will need to be re-evaluated once 2014VBT is complete• In interim, suggest just modifying the current table tobe based on attained age rather than issue ageSEAC Spring ConferenceCopyright © 2012 by the American Academy of ActuariesAll Rights Reserved. 29Determining the Margin - ProposedPercentage margin table for company variation riskAttained Age Load Attained Age Load
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Page 13: 6/2/2012Mortality ExampleSetting an

Update on Principle Based Reserving - Actuary.com

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