11
-
20
of
28
results (0.23 seconds)
Sort By:
-
Implementing Risk Appetite for Variable Annuities
Implementing Risk Appetite for Variable Annuities 2011 Enterprise Risk Management Symposium. Chicago. This is the abstract of the entitled paper. Risk appetite; 28277 3/14/2011 12:00:00 AM ...- Authors: Nicholas Jacobi
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Variable annuities; Enterprise Risk Management
-
Exploring Policyholder Behavior in the Extreme Tail
Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme value theory (EVT) can be used as a tool to model policyholder behavior in the extreme tail. This paper ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
-
Risk Management Behind Variable Annuities
Risk Management Behind Variable Annuities From session 23PD at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23, 2000. Panelists discuss various techniques employed by ...- Authors: Lance Berthiaume, Ari Lindner, George Christopher
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
-
Understanding And Managing The Risks Underlying Guaranteed Benefits In Variable Annuities
Understanding And Managing The Risks Underlying Guaranteed Benefits In Variable Annuities This session 160 TS of the 2001 SOA Annual Meeting explains Guaranteed minimum income benefits GMIBs, ...- Authors: Inger Harrington, Charles L Gilbert, David L Braun
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
-
Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options Description of the increased gamma of the liabilities of a portfolio of variable ...- 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
-
Future Greeks Without Nested Stochastics – A Neural Network Approach
Future Greeks Without Nested Stochastics – A Neural Network Approach The speaker will discuss the training of neural networks to compute future Greeks of liabilities (or options) without the use ...- Authors: Yu Feng FSA,MAAA (Yu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
-
Phase 2 of the C-3 Project Update
Phase 2 of the C-3 Project Update Presented at May 2002 Spring Meeting. Discusses the status of the second phase of the AAA C-3 Risk project. This project is leading to an updated NAIC filing ...- Authors: Alastair G Longley-Cook, David Sandberg, Daniel Patterson
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investments; Global Perspectives; Life Insurance
-
Variable Annuity Riders: Pricing and Risk Considerations in Today's Market Environment
Variable Annuity Riders: Pricing and Risk Considerations in Today's Market Environment This session from the Washington Spring Meeting provides an update on variable annuity VA riders, ...- Authors: Ari Lindner, Timothy Hill, Robert Stone
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
-
The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders
The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders This article departs from the usual GMWB pricing approach by assuming that the policyholder is always ...- Authors: Lloyd A Foster
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
-
Perspectives on Variable Annuity Guarantees
Perspectives on Variable Annuity Guarantees This article provides some insights in how to bring risk management into product development for VA guarantees. Guaranteed minimum death benefits=GMDB; ...- Authors: Jason Alleyne, Benjamin Neff, Min Yang
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management