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Global Variable Annuity Relected in New Zealand Product Design
minimum withdrawal benefits=GMWB;Hedging;Individual annuities;Individual life plans;Investment policy;Investment ... policy;Investment risk;Liability valuation;Life and annuity expenses;Investment strategyMortality modeling;Mortality ...- Authors: Murray Alan Hilder, Ralph Stewart
- Date: Jan 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: International News
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Individual annuities; Annuities>Investment strategy - Annuities; Annuities>Marketing and distribution - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Annuities>Variable annuities; Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investment policy; Finance & Investments>Investments
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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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Liability Durations for Premium Paying Products
years of projected benefits and ex- penses. The table below the graph shows the present value of those ... results in a target duration of 18.1. The following table summarizes the results from the various approaches: ...- Authors: James Ward
- Date: Sep 2015
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Small Talk
- Topics: Finance & Investments>Asset liability management
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Why are Corporate Pension Plans Reducing Risk Now?
Why are Corporate Pension Plans Reducing Risk Now? This articles explains why many corporations are ... to all the equity exposure they want. Their individual efficient frontiers (presumably) guide their ...- Authors: R Inglis
- Date: Mar 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments