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Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options Description of the ... gamma of the liabilities of a portfolio of variable annuities. Discussion of the sensitivity of gamma ...- Authors: David Ross, Charles L Gilbert, John Wiesner
- Date: Mar 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Policyholder Behavior in the Tail: Variable Annuity Guaranteed Benefits Survey Results
Policyholder Behavior in the Tail: Variable Annuity Guaranteed Benefits Survey Results This article ... article provides an excerpt of the results of a survey on policyholder behavior in the tail with respect to ...- Authors: James Reiskytl
- Date: Mar 2006
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities
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Is Predictive Modeling the Answer?
Is Predictive Modeling the Answer? Important tools used in property & casualty P&C insurance—predictive ...- Authors: David Weinsier, Guillaume Briere-Giroux
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Predictive Analytics
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Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives
distribution channels has resulted in a proliferation of exotic options embedded in variable annuity products ... Principles=GAAP;Liquidity;National Association of Insurance Commissioners=NAIC;Risk-based capital=RBC; 10766 11/1/2005 ...- Authors: Michelle Smith, Roma Jakiwczyk, Edward Wilson, Mark Evans
- Date: Nov 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Finance & Investments>Derivatives
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Variable Annuity: Risk Management Through Breakthrough Product Innovation
Variable Annuity: Risk Management Through Breakthrough Product Innovation Current risk management approaches ... benefits=GMDB;Hedge funds;Product development;Investment risk; 10849 9/1/2009 12:00:00 AM ...- Authors: Xiaokai Shi, Yungui Hu
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders
The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders This article ... article departs from the usual GMWB pricing approach by assuming that the policyholder is always smart ...- Authors: Lloyd A Foster
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management