Life Reserves Work Group presentation to LHATF on 20-year-term margin examples, and accompanying spreadsheet. (
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C3 Phase II Web Page
http://dev.actuary.org/content/c3-phase-ii-rbc-and-reserves-project updated with Academy material recently provided to the NAIC, including a second set of pre-packaged scenarios for common asset classes typically needed in the stochastic cashflow projections of variable annuities, an updated LCAS report documenting the construction of the pre-packaged scenarios and providing guidance on using them, an updated scenario picking tool, an enhanced version of the C3 Phase I RBC interest-rate generator, and pseudo-random numbers used in the pre-packaged scenarios (
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