Description: This article summarizes Hubert Mueller's presentation at the SOA's Risk Management Seminar on the risk management of guarantees on equity-oriented products. It discusses 1 the market background, 2 the risk management process and 3 a case study on dynamic hedging.

Description: This articles describes some of the industry issues that new-generation risk modeling technologies can address and the emerging technology of simultion as it applies to risk modeling.

Description: Feature article discussing the complexity of financial markets.

Description: A discussion on how, as some have worried, we are entering uncharted territory for countries such as the United States and the Eurozone, as large amounts of money are being expended to stave off major global financial crises.

Description: Provides an example of using numerical methods to estimate the credit risk spread curve from sparse historical data. Applies Baysian and Normal models. Uses Gibbs sampling and Rejection sampling methods for multivariate estimates. Critically evaluates these techniques.

Description: This article discusses a simple simulation model that analyzes the implications of using real world assumptions for determining customer behavior when calculating hedge positions to support minimum guarantees for variable annuities. Article from Risk and Rewards, August 2006, Issue No. 8.

Description: This article is a call for work that has been done in stochastic modeling and papers in the area of of stochastic modeling of investment returns in respect of the maturity and mortality guarantees offered on segregated fund and variable annuity products. These will be used in the symposium on stochastic modeling in September 1999 sponsored by the CIA, SOA and Actuarial Foundation.

Description: In this article, we will analyze the recent value investing experience in the Canadian equity market, determine the main macroeconomic variables that drove the value cycle performance in that period, and draw some conclusions about the benefits of style rotation between value- and growth-oriented styles in the management of an investment portfolio.

Description: Describes joint meeting in February 2015 between Investment Section representatives and NY Society for Quantitative Analysts, on pension investing in an LDI framework.

Description: The article discusses under which conditions it is appropriate to use the true probability distribution or the risk-neutral probability distribution for interest rate scenario generation. It addresses which should be used for valuation purposes and strategy development.