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  • Economic Capital: A Case Study To Analyze Longevity Risk
    payment immediate annuities (SPIA), described in the table in Figure 1. figure 1: Single Payment Immediate ... assumption, currently the Annuity 2000 mortality table. To build in a level of conservatism, the basic ...

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    • Authors: Stuart Silverman
    • Date: Aug 2010
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
  • Risks and Rewards Newsletter, October 2003, Issue No. 43
    Illusion of Control refers to a belief that an individual has more control over events than he really has ... Misguided Convictions: The Trading Behavior of Individual Investors.” University of California, Davis.

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    • Authors: Paul Donahue, Thomas Edwalds, David Ingram, Richard Wendt, Rick Wilson, Douglas A George, Stuart Silverman, Annamaria Lusardi, Lisa Reed, Jonathan Skinner, Steven Venti, Tau Wu
    • Date: Oct 2003
    • Publication Name: Risks & Rewards
  • Economic Capital: A Case Study to Analyze Longevity Risk
    payment immediate annuities (SPIA), described in the table in Figure 1. A SPIA has two risks—investment and ... assumption, currently the Annuity 2000 mortality table. To build in a level of conservatism, the basic ...

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    • Authors: Stuart Silverman
    • Date: Sep 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities>Payout annuities; Enterprise Risk Management
  • Why Write Variable Products When You Can Put the Money Directly into the Stock Market?
    expenses and GMDB claims). The results are shown in Table 1. Under the 150 bps gross margin scenario, the ... 364) ($3,979) Pct Scenarios - 10% 5% 21% 57% Table 1 (Dollar values are in thousands) turn to page ...

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    • Authors: David Ingram, Stuart Silverman
    • Date: Oct 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Finance & Investments