Risks

C-3 Risk

C-2 Risk

Disintermediation

Duration

Interest Rate

Investment Risk

Lapse

Longevity

 

C-2 Risks

1987 – QUANTIFYING THE C-2 RISK (PREMIUM INSUFFICIENCIES, INCLUDING 
INCREASING CLAIMS AND EXPENSES), Society of Actuaries

 

C-3 Risks

1989 – A GUIDE TO QUANTIFYING C-3 RISK, JOHN A. MEREU, Society of Actuaries (tsa89v418) – 42p

Interest Rates

1994 – LONG-TERM MINIMUM INTEREST RATE GUARANTEES, Society of Actuaries

1998 – INTEREST RATE SCENARIOS, MERLIN F. JETTON, Society of Actuaries –