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Attention Life Insurance Actuaries! Standard & Poor’s Needs You and C-3 Phase II for its Insurance Capital Model
BBB will be applied under the current model (see table). We understand that these new static factors will ... (Variable Annuity Commissioner’s Annuity Reserve Valuation Method; VA CARVM). Background on the development ...- Authors: Gregory Gaskel, David Ingram
- Date: Feb 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
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On the Importance of Hedging Dynamic Lapses in Variable Annuities
threshold is ex- pressed relative to the guaran- tee G. Table 1 shows that the money, the policyholder has ... Moneyness level paid upon surrender max(AT, G) Table 1 Decomposition of the payoff of a GMMB contract ...- Date: Aug 2015
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Asset liability management
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Stochastic Modeling for SegregatedFund/Variable Annuity Products
that can be widely used for risk management and valuation, and will produce consistent results for similar ... long-term market returns, investment returns for individual funds and policyholder behav- ior/product features ...- Authors: Craig Fowler
- Date: Aug 1999
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional development; Annuities>Variable annuities
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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 ...- 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
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VA GMxB And Delta Hedging In October ’08 And Beyond
VA GMxB And Delta Hedging In October ’08 And Beyond This article discusses Variable Annuity products ... couple of key risks ‘on the table’: • From a mark-to-market valuation perspective, the balance sheet ...- Authors: Craig Turnbull
- Date: Feb 2009
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities
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Optimizing CPPI Investment Strategy for Life Companies
Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for ... reflect the requirements and risk appetites of individual investors. From the point of view of the provider ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments