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Understanding VM-20 Results
may or may not reflect the experience of any individual company. The study is for informational purposes ... ............... 49 Describe How You See the Valuation Actuarial Staff Communicating Statutory Results ...- Authors: Karen Rudolph, Seng Siang Goh, William Hines, Michael Y Nam, William Sayre, David Wang, Tung Tran
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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Report On Pricing Using Market Consistent Embedded Value (MCEV)
of Actuaries Milliman Research Report TABLE OF CONTENTS ACKNOWLEDGEMENTS 1 EXECUTIVE SUMMARY ... considers hedgeable market risk through risk-neutral valuation, and other risks through the cost of non-hedgeable ...- Authors: Zohair Motiwalla, David Wang, Novian Junus, Society of Actuaries
- Date: Jul 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance
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Interest Rate Hedging on Traditional Life and Health
be appropriate. 3.3 Stochastic results The table below shows the NPV of statutory pretax book profits ... start of projection CFt = cash flow at time t Table 4.1.1 captures the P, D, and MaD calculated for ...- Authors: Craig Reynolds, David Wang
- Date: Sep 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Arbitrage-Free Perspective on Economic Capital Calibration
That assumption further leads to risk-neutral valuation tech- niques. Because there can be only one price ... value of its products using the risk-neutral valuation tech- niques, particularly if those products include ...- Authors: David Wang
- Date: May 2012
- Competency: Leadership>Thought leadership; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Finance & Investments>Economic value; Finance & Investments>Value at risk - Finance & Investments
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Liquidity, Capital, and ALM: How Insurers can Include a Liquidity Score and Liquidity Stress Scenarios as Part of their Asset Liability Management (ALM) Protocol
process for investment strategies specific to individual products. Lscore can help companies make more ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Joshua Dobiac, David Wang
- Date: Dec 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management
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Hedging interest Rate Risk in Traditional Life and Health Products
profitability has rather fat tails on both sides. The table below shows the distribution of profits for our ... when the shape of the yield curve changed. The table below summarizes the standard deviation of the ...- Authors: Craig Reynolds, David Wang
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Life Insurance>Pricing - Life Insurance
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Know your policyholders first, Model their behavior second
therefore, no need for actuaries to know more about individual policyholders. An overall estimate averages out ... informed individual. This “self-selec- tion” offers little guidance about how an individual with less- ...- Authors: David Wang
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Experience Studies & Data