1
-
7
of
7
results (0.47 seconds)
Sort By:
-
How to Make Guarantees on VAs Worth More than the Paper They're Written On
Guarantees on VAs Worth More than the Paper They're Written On From a session at the Spring meeting ... meeting of the Society of Actuaries held in San Antonio, Texas, June 14-15, 2004 This session discusses ...- Authors: Ari Lindner, Jason Kehrberg
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
-
Stochastic Immunization
meeting of the Society of Actuaries held in San Diego, CA, June 22-23, 2000 A discussion of how stochastic ... efficiently and effectively consider a wide variety of scenarios and outcomes and how these tools can be ...- Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
-
Hedging Variable Annuity Guarantees: A Practical Discussion
Practical Discussion From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas ... 2004 The panelists discuss the benefits of hedging variable annuity guarantees, the challenges ...- Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
-
Stochastic Immunization Charts 1-4
Immunization' From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23 ... rates=Interest rates;Market value of entities;Interest rate risk; 14519 6/1/2000 12:00:00 AM ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
-
Stochastic Immunization: Charts 5-8
Immunization'. From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23 ... Discount rates=Interest rates;Market value of entities;Interest rate risk; 17873 6/1/2000 12:00:00 AM ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
-
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation Presentation at the 41st Actuarial ... Conference held on August 10-12, 2006 in Montreal, QC. This paper considers the problem of extending regime-switching ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 2007
- 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
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
-
Hedging Equity-Linked Products Under Stochastic Volatility Models
Actuarial Research Conference. Summarizes the Heston model, discusses hedging equity indexed annuities ... annuities, and provides numerical results of the Black-Scholes and Heston hedging strategies. Equity-indexed ...- Authors: Anne MacKay
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models