Actuarial Outpost
 
Go Back   Actuarial Outpost > Actuarial Discussion Forum > Life
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions

DW Simpson
Actuarial Jobs

Visit our site for the most up to date jobs for actuaries.

Actuarial Salary Surveys
Property & Casualty, Health, Life, Pension and Non-Tradtional Jobs.

Actuarial Meeting Schedule
Browse this year's meetings and which recruiters will attend.

Contact DW Simpson
Have a question?
Let's talk.
You'll be glad you did.


Reply
 
Thread Tools Search this Thread Display Modes
  #1  
Old 03-18-2017, 02:08 PM
Imdw Imdw is offline
Member
SOA
 
Join Date: Aug 2012
Posts: 252
Default VM20 Asset Assumptions

Reading section 9F and treatment of not rated assets is confusing me.


9F1 through 9F4 makes sense, convert the ratings to the 1-21 PBR rates, and calculate any cost factors involved, everything's prescribed, just plug and chug.


9F5 is what confuses me regarding treatment of not rated (NR) assets. Does this mean that:

1. NR assets are excluded from the pool when doing the 9F1-9F4 calculations?

2. NR assets have no default cost, it's simply rolled into the prescribed net yield formula?
__________________
P FM MFE MLC C
Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off


All times are GMT -4. The time now is 12:13 PM.


Powered by vBulletin®
Copyright ©2000 - 2018, Jelsoft Enterprises Ltd.
*PLEASE NOTE: Posts are not checked for accuracy, and do not
represent the views of the Actuarial Outpost or its sponsors.
Page generated in 0.12012 seconds with 11 queries