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The VA Behavior System: Coping with Complex Interactions in Annuity Policyholder Behavior
impact these interactions have on cash flow valuation results. OVER THE PAST FEW years, guaranteed ... to surrender). Model 1 - VA guarantee claims valuation, assuming no correlation between assumptions ...- Authors: David Jaffe, Aaron Sarfatti
- Date: Aug 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities
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Variable Annuity: Risk Management Through Breakthrough Product Innovation
were determined months or years before by using valuation tools calibrated to the market at that time. ... policyholders want to maximize their wealth. Table 3 provides hypothetical fund distributions on an ...- Authors: Xiaokai Shi, Yungui Hu
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Exploring Policyholder Behavior in the Extreme Tail
in a range of applications such as pricing, valuation, hedging and capital determination, where an inverse ... when all random variables exceed huge numbers. Table 1 summarizes the three copulas. Family Dependence ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders
Declare Fund Accumulation Matrix AccumMat = Table[0,{i,rows},{j,columns}]; Declare Risk-Free Rate ... Declare Fund Accumulation Matrix AccumMat = Table[0,{i,rows},{j,columns}]; Declare Risk-Free Rate ...- Authors: Lloyd A Foster
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Policyholder Behavior in the Tail: Variable Annuity Guaranteed Benefits Survey Results
Policyholder Behavior in the Tail: Variable Annuity Guaranteed Benefits Survey Results This article ... 1. The Profile of the Companies The following table gives the profile of the par- ticipating companies ...- Authors: James Reiskytl
- Date: Mar 2006
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities
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Is Predictive Modeling the Answer?
specializes in the pricing, risk management and valuation of products with capital market-based guarantees ... specializes in the pricing, risk management and valuation of products with capital market-based guarantees ...- Authors: David Weinsier, Guillaume Briere-Giroux
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Predictive Analytics
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Risk Surface: Chart Your Risk Profiles
000 scenarios in our simulation. After the valuation of assets and liabilities, the risk surface of ... constructing the risk surface. Under current liability valuation systems, it is extremely time- consuming to develop ...- Authors: Xiaokai Shi, Yungui Hu
- Date: Jun 2010
- Competency: Communication
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Measuring Benefits of Variable Annuity Volatility Management Techniques
Measuring Benefits of Variable Annuity Volatility Management Techniques We analyze how volatility ... Techniques CONCLUSIONS We summarize the results of the table on page 35, but we note that several challenges ...- Authors: Raghu Ramachandran, Aaron Sarfatti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management