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  • Global Variable Annuity Relected in New Zealand Product Design
    withdrawal benefits. The product design is mindful of the lessons from the financial crisis in the United States ... annuities;Individual life plans;Investment policy;Investment risk;Liability valuation;Life and annuity expenses;Investment ...

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    • 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
  • 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
  • Optimizing CPPI Investment Strategy for Life Companies
    Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for ... and market dislocations (gap risk). value at risk;variable annuities;risk metrics;Dynamic simulation models ...

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    • 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
  • Exploring Policyholder Behavior in the Extreme Tail
    Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme value theory ... policyholder behavior in the extreme tail. This paper applies EVT to the study of variable annuity dynamic ...

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    • 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