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Have It Both Ways? A Tale of the Speed-Accuracy Trade-Off in the Valuation of Guaranteed Minimum Withdrawal Benefit
Have It Both Ways? A Tale of the Speed-Accuracy Trade-Off in the Valuation of Guaranteed Minimum ... A Tale of the Speed-Accuracy Trade-Off in the Valuation of Guaranteed Minimum Withdrawal Benefit This ...- Authors: Runhuan Feng, Hans Volkmer
- Date: Feb 2014
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Managing Investment Risks in Contractual Designs
In contrast to the yellow line, which is the individual liability at the contract level with undiversified ... we compare three guaranteed annuities in Table 1. From Table 1, we have the following observations. Firstly ...- Authors: Runhuan Feng
- Date: Sep 2021
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Modeling & Statistical Methods; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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Managing Investment Risks in Contractual Designs
In contrast to the yellow line, which is the individual liability at the contract level with undiversified ... guaranteed annuities in Table 1, from which we make the following observations. Table 1 Confidence Intervals ...- Authors: Runhuan Feng, Longhao Jin
- Date: Nov 2021
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Expanding Horizons
- Topics: Annuities; Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Annuities>Variable annuities; Modeling & Statistical Methods; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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Managing Investment Risks of Insurance Contractual Designs
assume that the payment period matches the valuation period. We shall first consider m to be a nominal ... can be used to analyze liabilities at any other valuation date. We shall focus on the start of the contract ...- Authors: Runhuan Feng
- Date: May 2021
- Topics: Experience Studies & Data; Finance & Investments; Finance & Investments>Investments
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A Thought on Fermi Problems for Actuaries
adding JULY 2015 THE MODELING PLATFORM | 23 Valuation actuaries typically quantify and assess the above- ... determine incremental changes in surplus for each valuation period. Changes in surplus = Fee income + Interest ...- Authors: Runhuan Feng
- Date: Aug 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Academic partnerships; Life Insurance>Pricing - Life Insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Stochastic models
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Application of Epidemiological Models in Actuarial Mathematics
epidemic breaks out. Applying traditional life table methods overlooks epidemiological dynamics and dependence ... contact by an infected person with a susceptible individual is S/N , then the instantaneous increase of new ...- Authors: José Garrido, Runhuan Feng
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Health & Disability>Critical illness insurance; Health & Disability>Health risks; Life Insurance>Pricing - Life Insurance
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Nested Stochastic Modeling for Insurance Companies Report
out with two examples: • Case I: Risk-neutral valuation of guaranteed minimum accumulation benefit We ... experiments in this research study in the following table. 6 NESTED STOCHASTIC MODELING Method Pros Cons ...- Authors: Runhuan Feng
- Date: Dec 2016
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Recognizing Future Academic Leaders: The Creation of an International Early Career Award in Actuarial Science
Recognizing Future Academic Leaders: The Creation of an International Early Career Award in Actuarial ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Runhuan Feng
- Date: Apr 2021
- Competency: Professional Values
- Publication Name: Expanding Horizons
- Topics: Technology & Applications
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La gestion des risques d’investissement dans les conceptions contractuelles de produits
de PDMG ne sont donc pas toujours nécessaires. Table 1 Réduction des risques au niveau global Le tableau ... du passif des PDMG et le moins à celle des PRMG. Table 2 Analyse des risques liés aux différentes prestations ...- Authors: Runhuan Feng
- Date: Sep 2021
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Modeling & Statistical Methods; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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2015 Society of Actuaries Survey on Nested Stochastic Modeling
sophisticated stochastic modeling. The following table gives estimated percentages and assets for all ... reserve for life products 7 Other: ALM/Asset valuation 1 Other: Pricing 2 Other: Internal deterministic ...- Authors: Runhuan Feng
- Date: Dec 2016