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  • Integrating Robust Risk Management Into Pricing: New Thinking For VA Writers
    Robust Risk Management Into Pricing: New Thinking For VA Writers Feature article discussing the variable ... industry rebuilding and reinventing itself. Enterprise risk management=ERM; 19959 2/1/2010 12:00:00 AM ...

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    • Authors: Frank Zhang
    • Date: Feb 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
  • Why Write Variable Products When You Can Put the Money Directly into the Stock Market?
    Put the Money Directly into the Stock Market? Why Write Variable Products When You Can Put the Money ... Money Directly into the Stock Market? Assumptions;Capital markets=Stock market;Conditional Tail Expectation=CTE;Guaranteed ...

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    • Authors: David Ingram, Stuart Silverman
    • Date: Oct 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Finance & Investments
  • Attention Life Insurance Actuaries! Standard & Poor’s Needs You and C-3 Phase II for its Insurance Capital Model
    established criteria to adopt the NAIC’s stochastic approach to variable annuity risk. This approach, which replaces ... static charges, better reflects the products’ risk. Capital management;Risk-based capital=RBC;Stochastic ...

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    • Authors: Gregory Gaskel, David Ingram
    • Date: Feb 2008
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models