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Capital Requirements for Investment Risks - Regulatory, Rating Agency and Economic Approaches
market. For the home service industry, they didn't care. How do you allocate capital? Who pays for that ... within a legal entity. Let's say you had long-term-care business in the same entity as a bunch of fixed ...- Authors: Michael J O'Connor, Jeff Gimbel, Christian Shiemke, Jose Siberon, Nathan Hardiman
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting
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Annuity Risk-Management Seminar: Variable Annuity Guarantees Modeling: Incorporating Derivative-Based Hedging
Annuity Risk-Management Seminar: Variable Annuity Guarantees Modeling: Incorporating Derivative-Based ... liability is very small. But for delta hedging, the primary risk is going to be the realized volatility. If ...- Authors: Michael J O'Connor, Michelle Smith
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Investment strategy - Annuities