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Sifto
05-02-2008, 12:20 AM
(note: numbers in $000s)

There's something a little strange in this question. For part b) in order to determine the AOCI at Dec 31, 2006 I determined the net gain/loss for 2006 by means of a balancing item. In other words:
accrued benefit liability (ABL) at Dec 31, 2006 = ABL at Dec 31, 2005 + pension expense for 2006 - 2006 ER contributions
=48436 + 51813 - 37000
= 63249.

Then I go:
ABO = (810000)
Assets = 565000
Funded status = (245000)
Unamort. PSC = 56195 (equal to 63847 - 7652)
Unamort. (gain)/loss = X
Accrued benefit asset (liability) = (63249)

Therefore X = 125376. This is how I normally determine the unamort. net gain/loss because it's faster than actually calculating the gain/loss on the ABO and assets separately. However, the latter is what the solution does and gets a net loss of 446 for the period. I got 267 as my net loss.

All i can think of is that since NOC adopted FAS158 in Dec 31, 2005, I cannot continue to use the ABL above. But it should still work because the expense number and the cash flows do not change.



My unamortized net actuarial loss was 125736

Gord Ripley
05-02-2008, 01:50 AM
Think you just added wrong. I got X = 125,556 which gets the 446 (or 447 due to rounding).

Sifto
05-02-2008, 01:52 AM
:oops:
thank you Mr Ripley! i'm tired...will the SoA show me leniency?

Gord Ripley
05-02-2008, 01:56 AM
I'm sure they will! I keep using the discount rate on my assets! I think we are all tired - but at least I haven't had to work too.

Cauchemar
05-02-2008, 07:53 AM
:oops:
thank you Mr Ripley! i'm tired...will the SoA show me leniency?

Honestly they will. Make sure to show all your work on the exam.

fappakman
05-02-2008, 12:17 PM
Honestly they will. Make sure to show all your work on the exam.

This is a good point. If you get the chance, read the recent article in the future actuary about marking FSA exams. Unfortunately I don't have the link handy.