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  • Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits,
    Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits ... Benefits, The purpose of this discussion is to introduce a few additional points and discuss how different ...

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    • Authors: Mark Evans, Application Administrator
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Actuarial Practice Forum
    • Topics: Annuities>Variable annuities; Economics>Financial economics; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
  • RBC C3 Phase II: Easier Said Than Done
    Done Results of an industry survey on life insurance companies' efforts to implement the recently adopted ... adopted Life Risk-Based Capital Phase II Instructions, which include new requirements for variable annuity ...

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    • Authors: Patricia Matson, Don Wilson
    • Date: Mar 2006
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Actuarial Profession>Best practices; Annuities>Reserves - Annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Understanding the Riskiness Of A GLWB Rider For FIAs
    Understanding the Riskiness Of A GLWB Rider For FIAs The article explores impact of resetting cap vs ... choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, analysis of a Monthly ...

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    • Authors: Pawel Konieczny, Jae Jung
    • Date: Apr 2016
    • Competency: 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>Equity-indexed annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
  • Capital Market Assumptions —A 2000 Update
    Capital Market Assumptions —A 2000 Update An update on the Capital Market Assumptions used for asset allocation ... allocation maybe useful to actuaries given the parallels with the assumptions an actuary uses to measure ...

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    • Authors: Timothy C Burns
    • Date: Sep 2001
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Pension Section News
    • Topics: Actuarial Profession>Standards of practice; Finance & Investments>Asset allocation; Modeling & Statistical Methods>Asset modeling; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Pension accounting
  • Hand Over, not Fall Over: Focus on Actuarial Model Handoff
    Hand Over, not Fall Over: Focus on Actuarial Model Handoff This article discusse key considerations ... to account for while planning for and executing the initial actuarial model handoff from development ...

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    • Authors: Alexander Zaidlin, Youn Kim
    • Date: Apr 2018
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods>Asset modeling
  • Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios
    Parameterized Regimes of Random Interest Rate Scenarios The behavior of extreme paths in the usual stochastic ... plausible as the behavior of their expected values and variances. This paper proposes a new class of models ...

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    • Authors: James Bridgeman
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
  • Modeler Q&A with David Yu
    Modeling experience sharing by David Yu who leads the retirement product and asset model development team within ... within Prudential Financial Modeling efficiency;Retirement plans;Asset liability management;Asset modeling ...

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    • Authors: Hoi Kwan, Donghai Yu
    • Date: Nov 2018
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Annuities>Group plans - Annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Asset Modeling Challenges for VM-20 Projections
    Article from The Financial Reporter March 2018 Issue 112 18 | MARCH 2018 THE FINANCIAL REPORTER ... Reanna Nicholsen With the first year of the NAIC VM-20 transition period under the U.S. life insurance ...

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    • Authors: Benjamin Slutsker, Reanna Nicholsen, Jason Kehrberg
    • Date: Mar 2018
    • Competency: 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: The Financial Reporter
    • Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling
  • Principles of Capital Market Modeling
    Principles of Capital Market Modeling Discussion of Capital Market Modeling techniques Asset modeling;Capital ... rates=Interest rates;Dynamic simulation models;Market value of assets;Monte Carlo simulation;Stochastic models; ...

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    • Authors: Andres Vilms
    • Date: Sep 2003
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Portfolio management - ERM; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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