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Hedging and Other Mitigation Techniques
Hedging and Other Mitigation Techniques 2003 Valuation Actuary Symposium, San Diego, CA. This teaching ... risk mitigation techniques and their impact upon valuation systems. Topics included: 1. Hedging ...- Authors: Michael J O'Connor, George Christopher
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession>Standards of practice; Public Policy
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GAAP Refresher
GAAP Refresher This session at the 2003 Valuation Actuary Symposium reviews the actuarial aspects of ...- Authors: Michael J O'Connor, Rod Bubke
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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R Rated - Risk in Capital Management
addressing the noncommodity-type business, such as individual life. Variable products are great when the marketplace ... acquisition, where the reinsurer is one of three parties (Table 1). In this first example, the reinsurer is between ...- Authors: David H Lister, James D Maughn, Michael J O'Connor, Richard Kirk, John E Wade
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Reinsurance>Financial reinsurance
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Risks & Rewards Newsletter, August 2005, Issue No. 47
The results are set out in the table and chart above. As the table shows, the pension expense for the ... percent. However, as shown in the third line of the table, there is a 2.5 percent chance that the funded ratio ...- Authors: Society of Actuaries, W Paul McCrossan, Michael J O'Connor, Steven Siegel, Joseph Koltisko, Application Administrator, Barry Freedman, Cees Dert
- Date: Aug 2005
- Publication Name: Risks & Rewards
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Annuity Financial Reporting Issues
women have toiled in the industry to develop a valuation guideline for what we call VAGLBs, variable annuities ... the actual recommendation on how you do the valuation for VAGLBs. On April 25 of this year, the Life ...- Authors: Robert Frasca, Michael J O'Connor, Timothy J Ruark
- Date: May 2002
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Financial Reporting & Accounting
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Hedging Variable Annuity Guarantees
the text are available through the link on the table of contents. . RECORD, Volume 30, No. 3* ... for simplicity, and then we have the mortality table, and you have lapse rates that you assume. I've ...- Authors: Michael J O'Connor, Brent Martonik, Eshwar Narayan, Josie Palazzolo
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities
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Understanding and Managing Annuity Risks
benefit is actually less than the sum of the individual benefits. Also, the volatility is less than the ... three percent interest rate in the Annuity 2000 table. We discovered our average expected cost was about ...- Authors: Michael J O'Connor, Ari Lindner, Scott Priebe
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Individual annuities
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Capital Requirements for Investment Risks - Regulatory, Rating Agency and Economic Approaches
today about the asset-related risk charges, C-1. Table 1 shows you what our charges currently are as of ... Capital Requirements for Investment Risks 7 Table 1 S&P Bond Charge (starting in YE 2003) ...- Authors: Michael J O'Connor, Jeff Gimbel, Christian Shiemke, Jose Siberon, Nathan Hardiman
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting
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Annuity Risk-Management Seminar: Variable Annuity Guarantees Modeling: Incorporating Derivative-Based Hedging
going to mean is a change in some of the GAAP valuation practices on the FAS 133. The other driver ... That’s a very simple example. The liability valuation for GAAP purposes would be tied to the 10-year ...- Authors: Michael J O'Connor, Michelle Smith
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Investment strategy - Annuities