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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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Session 165: The 411 on the New Mortality and Longevity Strategic Research Program
Session 165: The 411 on the New Mortality and Longevity Strategic Research Program The SOA recently ... launched the Mortality and Longevity Strategic Research Program with the release of a new study on the economic ...- Authors: Stoddard Davenport, Jean-Marc Fix, Ronora Stryker
- Date: Feb 2020
- Competency: Strategic Insight and Integration
- Topics: Annuities; Annuities>Product development - Annuities; Life Insurance; Life Insurance>Product development - Life Insurance
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C-Suite Panel Discussion
will face the societal issue of inadequate savings with likely insufficient time to rectify the situation ... They need immediate growth, but also the disciplines of risk management. They typically do not know ...- Authors: Rajeev Dutt, Sam Nandi, Frank Zhang, Axel Andre
- 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; Enterprise Risk Management
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Dynamic v. Static Replication
Replication The speakers will discuss the replication of long-term options, including a discussion of issues ... such as liquidity, transaction costs, slippage, impact of policyholder behavior, and machine learning algorithms ...- Authors: Joshua Dobiac, Jeff Greco, Hyunsu Kim FSA,MAAA (Hyunsu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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Individual Life Insurance Product Design Under Conditions of Inflation
Product Design Under Conditions of Inflation This is a discussion on individual life insurance market ... under conditions of inflation. Specifically it highlights the needs and interests of potential customers ...- Authors: Allan Affleck, Charles L Edris, Wilfred A Kraegel, Alan C Snyder
- Date: Apr 1982
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Life Insurance; Public Policy
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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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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
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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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Market Landscape
Landscape An overview of the evolution of equity-based guarantees (e.g. VA, FIA, etc.) over the last few years ... years and discussion the current lay of the land as it relates to the regulatory, issues, capital markets ...- Authors: Teodor Panaisitor , Todd Geising
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Expenses - Annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management; Annuities>Deferred annuities
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Lessons Learned – A Risk Perspective
Lessons Learned – A Risk Perspective In this session, a company will share its experience on managing risks ... risks underlying the equity-linked insurance guarantees and what lessons were learned over these years as ...- Authors: Daniel D Heyer
- 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; Pensions & Retirement>Risk management