[PDF] Natural Hedging of Life and Annuity Mortality Risks
... to propose mortality swaps as a risk management tool. ... researchers investigate the
issue of
natural hedging ... of mortality changes on life insurance and annuities ...
Author(s):
Samuel H Cox, Yijia Lin
Publication Name:
North American Actuarial Journal
www.soa.org/library/journals/north-american-actuarial-journal/2007/july/naaj0703-1.pdf - 2009-05-07 - View as HTML |
[PDF] Longevity Risk Pricing
... We show that the size of the risk premium depends ... the financial strength of the
longevity
insurance seller and buyer, and the availability of the natural hedges ...
Author(s):
Sudath Pushpa K Ranasinghe, Peng Zhou, Jiajia Cui, Charles I Vinsonhaler, Jeyaraj Vadiveloo
www.soa.org/files/pdf/2008-orlando-cui-05.pdf - 2008-02-05 - View as HTML |
[PDF] Risk Management TermsMay24, 2007
... risk and hazard risk (summarized later), where a natural disaster could be ... environmental
risk. ... Six out of 16 of the non-insurance respondents offered an ...
Author(s):
SHINICHI KAMIYA, Peng Shi, Joan Schmit, Marjorie A Rosenberg
www.soa.org/files/pdf/risk-management-terms07.pdf - 2007-06-11 - View as HTML
[
View more results from www.soa.org/files/pdf
]
|
[PDF] The Actuary Vol. 6, No. 4 Natural Reserves Revisited
... the most basic concept in life insurance accounting-that is, that reserves, whether
statutory, natural,
or of ... to match income with the out- standing risk. ...
Author(s):
Paul H Knies
Publication Name:
The Actuary
www.soa.org/library/newsletters/the-actuary/1972/april/act-1972-vol06-iss04-knies.pdf - 2009-05-07 - View as HTML |
[PDF] Simulation Technology for Managing Risk
... event is analogous to a natural catastrophe ... With federal terrorism insurance legislation
in the formative stages ... rapidly assess and model terrorism risk within a ...
Author(s):
Lilli Segre Tossani
Publication Name:
Risks and Rewards
www.soa.org/library/newsletters/risks-and-rewards/2003/february/rar-2003-iss41-segre-tossani.pdf - 2009-05-07 - View as HTML |
[PDF] Life Insurance Earnings and the Release from Risk Policy Reserve ...
... which can be ascribed to the risk charge, does it ... If this is true, then natural reserves
based on ... of the audit guidelines for life insurance companies, appear ...
Author(s):
Richard G Horn
Publication Name:
Monographs
www.soa.org/.../monographs/50th-anniversary/financial-reporting-section/1999/january/m-as99-1-02.pdf - 2009-05-07 - View as HTML |
[PDF] 2006 Enterprise Risk Management Symposium: Economic Impact of ...
... both investible assets and insurance policies.) ... Similar return/risk tradeoff is
predicted
by the Capital Asset Pricing Model. A natural concern is what capital ...
Author(s):
Yingjie Zhang
Publication Name:
Monographs
www.soa.org/library/monographs/other-monographs/2006/july/m-as06-1_VI.pdf - 2009-05-07 - View as HTML |
[PDF] Enterprise Risk and Management Incentives
... xxii ERM is not restricted to insurance transactions, and many ... that because they
are skilled
in financial risk transfer they are natural ERM specialists. ...
Author(s):
Sholom Feldblum
Publication Name:
Actuarial Practice Forum
www.soa.org/library/journals/actuarial-practice-forum/2007/january/APF0701_3.pdf - 2009-05-07 - View as HTML |
[PDF] Becoming the Pre-eminent Risk Management Profession
... Actuaries are natural candidates for the risk management position in insurance
companies
because we understand the business and the risks. ...
Author(s):
Francis P Sabatini
Publication Name:
Risk Management Newsletter
www.soa.org/library/newsletters/risk-management-newsletter/2005/july/rmn-2005-iss5-sabatini.pdf - 2009-05-07 - View as HTML |
[PDF] The Chief Risk Officer Forum: A Framework for Incorporating ...