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How Do You Solve a Problem Like the Vega?
Like the Vega? There is no “industry standard” approach to managing the vega (volatility) risk inherent ... analyze a range of reinsurance solutions, including full vega risk retention, full vega risk transfer and ...- Authors: Ari Lindner, Jay , Krupal Rachh
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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VA Hedging Strategies Under New AG 43/VM-21 and C2 PII
43/VM-21 and C2 PII The proposed revisions to the variable annuity statutory framework and the FASB targeted ... their hedging strategy. Recently proposed revisions of AG 43/VM-21 and C3 Phase II, reward companies that ...- Authors: Tao Wang ASA,MAAA , Jerry Mao FSA,FCIA,MAAA (Jerry)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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Speeding up Actuarial Seriatim Calculations
Calculations Regulatory change and increased focus on internal risk management are driving a renewed interest ... advanced modeling of equity linked products. These include: • Clustering • Use of unique--and potentially ...- Authors: Andrey Marchenko
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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Semi Monte Carlo – A New Variance Reduction Method
Method Regulatory change and increased focus on internal risk management are driving a renewed interest ... advanced modeling of equity linked products. These include: • Clustering • Use of unique--and potentially ...- Authors: Andrey Marchenko
- Date: Oct 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management