1
-
3
of
3
results (0.41 seconds)
Sort By:
-
Dynamic Hedging
Carlo valuation itself. Thus we have Monte Carlo valuations going on within a Monte Carlo valuation, a ... charge. For the capital market assumption, the individual policyholder accounts are assumed to return ...- Authors: Marshall C Greenbaum, Kannoo Ravindran
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Financial management; Life Insurance
-
Risk Management Issues for Variable and Equity-Indexed Annuities
realistic versus risk-neutral scenario sets for valuation, pricing and risk management of these products ... use for which given circumstance, whether it's valuation, pricing or risk management of the guarantees ...- Authors: Charles L Gilbert, Darin Zimmerman, Kannoo Ravindran
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Annuities>Variable annuities
-
Risk Management Tools
basis (Table 1). Expected claims plus reinsurance cost are $500.00 for each contract. Table 1 D ... $701 for excess reins or $700 for collar reins (Table 2). If you're driven by value-at-risk (VAR) analysis ...- Authors: W Steven Prince, Charles L Gilbert, Kannoo Ravindran
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments