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  • Hedging Variable Annuity Guarantees: A Practical Discussion
    Practical Discussion From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas ... 2004 The panelists discuss the benefits of hedging variable annuity guarantees, the challenges ...

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    • Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
  • Valuation and Capital Requirements for Guaranteed Benefits in Variable Annuities
    Annuities Panelists discuss the U.S. statutory and GAAP reserving, and risk-based-capital [RBC], requirements ... contracts. From the 2002 Record of Society of Actuaries, Volume 28, No. 3. Session 142OF of the Boston Annual ...

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    • Authors: Robert A Brown, Thomas Campbell, Larry M Gorski
    • Date: Oct 2002
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Guaranteed living benefits
  • Annuity Risk-Management Seminar: Variable Annuity Guarantees Modeling: Incorporating Derivative-Based Hedging
    Annuity Risk-Management Seminar: Variable Annuity Guarantees Modeling: Incorporating Derivative-Based ... Spring Meeting. Panelists discuss annuity risk management and how this can be applied to new product ...

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    • Authors: Michael J O'Connor, Michelle Smith
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Guaranteed living benefits; Annuities>Investment strategy - Annuities