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  • Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
    Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options Description of the ... gamma of the liabilities of a portfolio of variable annuities. Discussion of the sensitivity of gamma ...

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    • Authors: David Ross, Charles L Gilbert, John Wiesner
    • Date: Mar 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Risk Appetite for Variable Annuities: Managing the “Three headed Monster” Challenging Variable Annuity Writers
    Risk Appetite for Variable Annuities: Managing the “Three headed Monster” Challenging Variable Annuity ... This article focuses on how a risk appetite framework can help a company manage the “three-headed monster” ...

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    • Authors: Amit Ayer
    • Date: Sep 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Measuring Benefits of Variable Annuity Volatility Management Techniques
    Measuring Benefits of Variable Annuity Volatility Management Techniques We analyze how volatility management ... Enterprise Risk Management = ERM;Own Risk Solvency Assessment = ORSA;Variable annuities;Hedging;Risk metrics ...

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    • 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
  • Risk Surface: Chart Your Risk Profiles
    Risk Surface: Chart Your Risk Profiles This article proposes a new term called the risk surface to enhance ... enhance risk communications. Asset liability management=ALM;Guaranteed minimum accumulation benefits=GMAB;Guaranteed ...

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    • Authors: Xiaokai Shi, Yungui Hu
    • Date: Jun 2010
    • Competency: Communication
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Segregated Funds Seminar Illuminates Equity Guarantees Risks
    Equity Guarantees Risks by G. Thomas Mitchell from The Financial Reporter, February 2000, Issue No. 41. ... benefits=GMWB;Markov Chain;Policyholder behavior;Risk categories=Risk classes;Scenario generation=Scenario generators=Economic ...

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    • Authors: G Mitchell
    • Date: Feb 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Perspectives on Variable Annuity Guarantees
    Perspectives on Variable Annuity Guarantees This article provides some insights in how to bring risk management ... withdrawal benefits=GMWB;Product development;Investment risk; 10883 3/1/2011 12:00:00 AM ...

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    • Authors: Jason Alleyne, Benjamin Neff, Min Yang
    • Date: Mar 2011
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Variable Annuity: Risk Management Through Breakthrough Product Innovation
    Variable Annuity: Risk Management Through Breakthrough Product Innovation Current risk management approaches ... benefits=GMDB;Hedge funds;Product development;Investment risk; 10849 9/1/2009 12:00:00 AM ...

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    • 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
  • The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders
    The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders This article ... article departs from the usual GMWB pricing approach by assuming that the policyholder is always smart ...

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    • 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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