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公开(公告)号：US07970682B2
公开(公告)日：2011-06-28
申请号：US11443875
申请日：2006-05-30
申请人： Stephen Roti , Dmitry Noraev , Craig Sabal
发明人： Stephen Roti , Dmitry Noraev , Craig Sabal
IPC分类号： G06Q40/00
摘要： In one aspect the invention comprises systems and methods for providing hedging against loss of value of a block of variable annuity policies to be sold, between the signing and closing dates of the transaction. In one embodiment, a purchase price adjustment grid (or formula) is used to adjust the purchase price for the sale of variable annuities between signing and closing dates as a result of changes in market parameters over that time period. One aspect comprising the steps of: (a) storing data representing at least one equity amount table having a horizontal axis corresponding to a first variable and a vertical axis corresponding to a second variable; (b) receiving a first value of the first variable and a second value of the second variable; and (c) calculating a table amount based on a bilinear interpolation of quantities in the equity amount table.
摘要翻译： 在一个方面，本发明包括在交易的签署和结束日期之间提供对冲以抵销将要出售的一组可变年金政策的价值的套期保值的系统和方法。 在一个实施例中，购买价格调整网格（或公式）用于调整在签约和关闭日期之间出售可变年金的购买价格，这是由于该时间段上的市场参数的变化而导致的。 一个方面包括以下步骤：（a）存储表示具有对应于第一变量的水平轴和对应于第二变量的垂直轴的至少一个权益量表的数据; （b）接收第一变量的第一值和第二变量的第二值; 和（c）基于权益金额表中的数量的双线性插值来计算表金额。
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公开(公告)号：US20070136164A1
公开(公告)日：2007-06-14
申请号：US11443875
申请日：2006-05-30
申请人： Stephen Roti , Dmitry Noraev , Craig Sabal
发明人： Stephen Roti , Dmitry Noraev , Craig Sabal
IPC分类号： G06Q40/00
摘要： In one aspect the invention comprises systems and methods for providing hedging against loss of value of a block of variable annuity policies to be sold, between the signing and closing dates of the transaction. In one embodiment, a purchase price adjustment grid (or formula) is used to adjust the purchase price for the sale of variable annuities between signing and closing dates as a result of changes in market parameters over that time period. One aspect comprising the steps of: (a) storing data representing at least one equity amount table having a horizontal axis corresponding to a first variable and a vertical axis corresponding to a second variable; (b) receiving a first value of the first variable and a second value of the second variable; and (c) calculating a table amount based on a bilinear interpolation of quantities in the equity amount table.
摘要翻译： 在一个方面，本发明包括在交易的签署和结束日期之间提供对冲以抵销将要出售的一组可变年金政策的价值的套期保值的系统和方法。 在一个实施例中，购买价格调整网格（或公式）用于调整在签约和关闭日期之间出售可变年金的购买价格，这是由于该时间段上的市场参数的变化而导致的。 一个方面包括以下步骤：（a）存储表示具有对应于第一变量的水平轴和对应于第二变量的垂直轴的至少一个权益量表的数据; （b）接收第一变量的第一值和第二变量的第二值; 和（c）基于权益金额表中的数量的双线性插值来计算表金额。
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3.发明授权公开(公告)号：US08744877B2
公开(公告)日：2014-06-03
申请号：US11213042
申请日：2005-08-25
申请人： Alex Cowley , Craig Sabal , Dmitry Noraev , Doug McBeth , Llewellyn C. Connolly , Martin Klein , Pradip Ghosh , Russ Hackman
发明人： Alex Cowley , Craig Sabal , Dmitry Noraev , Doug McBeth , Llewellyn C. Connolly , Martin Klein , Pradip Ghosh , Russ Hackman
IPC分类号： G06Q40/00
摘要： In one aspect, the invention comprises computer processors operable to identify a block of idealized policies, computer processors operable to calculate risk related to the block of idealized policies based on specified actuarial assumptions; and computer processors operable to provide a customized option designed to pay guaranteed minimum withdrawal benefits on the block of idealized policies; wherein the block of idealized policies is designed to replicate a current policy mix of an insurance company. In another aspect, the invention comprises computer processors operable to identify a block of idealized policies, computer processors operable to calculate risk related to the block of idealized policies based on specified actuarial assumptions; and computer processors operable to provide a reinsurance contract designed to pay guaranteed minimum death benefits on the block of idealized policies; wherein the block of idealized policies is designed to replicate a current policy mix of an insurance company.
摘要翻译： 一方面，本发明包括可操作以识别理想化策略块的计算机处理器，可操作以基于指定的精算假设来计算与理想化策略块相关的风险的计算机处理器; 以及计算机处理器，其可操作以提供定制的选项，其设计用于在理想化策略块上支付最低提款收益; 其中理想化策略的块被设计为复制保险公司的当前策略组合。 在另一方面，本发明包括可操作以识别理想化策略块的计算机处理器，可用于基于指定的精算假设来计算与理想化策略块相关的风险的计算机处理器; 以及计算机处理器，可操作地提供再保险合同，旨在为理想化政策的阻止支付最低的死亡保障金; 其中理想化策略的块被设计为复制保险公司的当前策略组合。
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4.发明申请公开(公告)号：US20060122871A1
公开(公告)日：2006-06-08
申请号：US11213042
申请日：2005-08-25
申请人： Alex Cowley , Craig Sabal , Dmitry Noraev , Doug McBeth , Llewellyn Connolly , Martin Klein , Pradip Ghosh , Russ Hackmann
发明人： Alex Cowley , Craig Sabal , Dmitry Noraev , Doug McBeth , Llewellyn Connolly , Martin Klein , Pradip Ghosh , Russ Hackmann
IPC分类号： G06Q40/00
摘要： In one aspect, the invention comprises computer processors operable to identify a block of idealized policies, computer processors operable to calculate risk related to the block of idealized policies based on specified actuarial assumptions; and computer processors operable to provide a customized option designed to pay guaranteed minimum withdrawal benefits on the block of idealized policies; wherein the block of idealized policies is designed to replicate a current policy mix of an insurance company. In another aspect, the invention comprises computer processors operable to identify a block of idealized policies, computer processors operable to calculate risk related to the block of idealized policies based on specified actuarial assumptions; and computer processors operable to provide a reinsurance contract designed to pay guaranteed minimum death benefits on the block of idealized policies; wherein the block of idealized policies is designed to replicate a current policy mix of an insurance company.
摘要翻译： 一方面，本发明包括可操作以识别理想化策略块的计算机处理器，可操作以基于指定的精算假设来计算与理想化策略块相关的风险的计算机处理器; 以及计算机处理器，其可操作以提供定制的选项，其设计用于在理想化策略块上支付最低提款收益; 其中理想化策略的块被设计为复制保险公司的当前策略组合。 在另一方面，本发明包括可操作以识别理想化策略块的计算机处理器，可用于基于指定的精算假设来计算与理想化策略块相关的风险的计算机处理器; 以及计算机处理器，可操作地提供再保险合同，旨在为理想化政策的阻止支付最低的死亡保障金; 其中理想化策略的块被设计为复制保险公司的当前策略组合。
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