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Posted

If anyone has been doing projections beyond 2008, what are you using for estimated segment rates for Current Liability? At first, I was just using the RPA rate (5.78%) for all 3 segments, but I think that is a little low. An actuary at another firm recommended 5%, 5.6%, 6.1% for the 3 rates.

Anyone have any idea? What would the segments be based on current market conditions?

The material provided and the opinions expressed in this post are for general informational purposes only and should not be used or relied upon as the basis for any action or inaction. You should obtain appropriate tax, legal, or other professional advice.

Posted

Effen,

I used the spreadsheet on the SOA page (which is updated monthly, I think), and averaged over the three periods. I got (rounded) 5.25%, 5.75%, 6.0%. (You may be able to justify a rate greater than 6%.)

I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice.

Posted

Thanks Pax, do you have a link to that worksheet? I searched the SOA site and couldn't find anything.

The material provided and the opinions expressed in this post are for general informational purposes only and should not be used or relied upon as the basis for any action or inaction. You should obtain appropriate tax, legal, or other professional advice.

Posted

It is the "Pension Discount Curve and Liability Index" at this site:

http://www.soa.org/professional-interests/...es-pension.aspx

I'm a retirement actuary. Nothing about my comments is intended or should be construed as investment, tax, legal or accounting advice. Occasionally, but not all the time, it might be reasonable to interpret my comments as actuarial or consulting advice.

Posted

thank you!

The material provided and the opinions expressed in this post are for general informational purposes only and should not be used or relied upon as the basis for any action or inaction. You should obtain appropriate tax, legal, or other professional advice.

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