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Low Probability/High Impact Events
asset/liability management, especially through dynamic hedging. He’s going to walk us through a variable ... in that it is a forward-looking process. It’s dynamic as opposed to static analysis, and it attempts ...- Authors: John F Gies, James McNicholas, John M O'Sullivan, Lance Berthiaume
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management
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Risk Management Behind Variable Annuities
risk management tools, focusing specifically on dynamic hedging and some of the specifics involved. Mr ... also reinsure these or you can try some static or dynamic hedging. We're starting to get into more risky ...- 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
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Tools to Help Senior Management 'Manage' Risk
can look at things like reinsurance, static and dynamic hedging, and also the potential for offloading ... are different ways to do this. We took base and dynamic lapse and we're going to put it in with the interest ...- Authors: Max Rudolph, Francis Sabatini, Kenneth Mungan
- Date: Jun 2000
- Competency: Communication
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Segregated Funds Seminar Illuminates Equity Guarantees Risks
Segregated Funds Seminar Illuminates Equity Guarantees Risks Segregated Funds Seminar Illuminates ... THE FINANCIAL REPORTERPAGE 20 FEBRUARY 2000 dynamic, Greek-based (derivatives of value with respect ...- Authors: G Mitchell
- Date: Feb 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Excess Spread Approach toPricing and Valuing SPDAs
the previous credited rate 58 60 74 Dynamic Reset Strategies 1. Follow the new money rate ... using the excess spread approach, to test more dynamic strate- gies: a few of which are shown in Table ...- Authors: Mark Griffin
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Pricing - Annuities; Enterprise Risk Management
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Insurance Company Failures of the Early 1990s - Have We Learned Anything?
Insurance Company Failures of the Early 1990s - Have We Learned Anything? From a session at the ... system is not a point- in-time measurement. It's dynamic. It asks for five-year projections on various ...- Authors: Murray Becker, Gene Eckstut, John F Gies, Kenneth W Hartwell, Victor Modugno, Keven W Maloney
- Date: May 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Public Policy
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Risk Management: A Comparison of the Banking and Insurance Industries
1). I've also seen a similar listing in the Dynamic Financial Condition Analysis (DFCA) Handbook ... particularly in Canada, dynamic solvency testing originally. The Dynamic Financial Condition Analysis ...- Authors: Jack Gibson, David Ingram, Jeffery Rabb, Neal T Oswald
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Management Uses for Cash-Flow Testing
Management Uses for Cash-Flow Testing In this session 94PD of the SOA Annual Meeting in New ... management=ALM;Asset modeling;Cash flow testing;Dynamic simulation models;Investment strategy;Risk-based ...- Authors: Glen Keller, Karen MacDonald, Francis Sabatini, John S Tillotson
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Risky Business: Covering Your Assets
Using key rate durations, which actually is a dynamic hedge tool, is not going to give you a permanent ... distribution approach scenario analysis. That includes dynamic financial analysis and evaluating risk analysis ...- Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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Dynamic Financial Condition Analysis Update
Dynamic Financial Condition Analysis Update In session 120IF of the Washington Annual Meeting panelists ... panelists discuss latest developments related to Dynamic Financial Condition Analysis. From the Record of ...- Authors: William J Bugg, Michael Eckman, Stephen Reddy, James Reiskytl, Craig Reynolds
- Date: Oct 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Practitioners' Forum I
issue is also related to the broader issue of dynamic financial solvency analysis. Such analysis is ... panel's view and the view of others as to the dynamic financial condition analysis (DFCA) work that the ...- Authors: Alastair G Longley-Cook, Michael E Mateja, Barry L Shemin
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Practitioners' Forum II
you do some of this. I 'm not an expert on the Dynamic Financial Condition Analysis Handbook, that the ... requirements going to be put on us as a profession? Dynamic solvency is something that has had a lot of discussion ...- Authors: Gerald A Lockwood, Robert A Lyle, S Michael McLaughlin, Stephen N Patzman
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Market Value Measures: Duration Analysis and Economic Surplus
Market Value Measures: Duration Analysis and Economic Surplus 1997 Valuation Actuary Symposium, ... volatility of rates, changes in base lapse rates or dynamic lapse behavior. This approach has been found ...- Authors: David N Becker, Cindy L Forbes, Frederick W Jackson, Douglas A George
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Establishing the M in ALM
think about it, is the only prospective and dynamic information system available to them. All the earnings ... to be retrospective, and they tend not to be dynamic. This becomes a platform where management can get ...- Authors: Francis Sabatini, Albert Sekac
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Management of Insurance Company Risk
spread pressure issue is obviously an important dynamic for any company doing this type of testing. For ... of time each year trying to understand how that dynamic has changed, and to look at different stress scenarios ...- Authors: David Carlson, Gerald A Lockwood, Alastair G Longley-Cook, H Shumrak, David W Morris, Kenneth S Roberts
- Date: Jun 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Strategic Management of Insurance Company Risk
Strategic Management of Insurance Company Risk Presented at October 1996 Annual Meeting. This ... progress for many years to come. It’s a very dynamic and constantly mutating topic that’s very difficult ...- Authors: Helen Galt, Craig R Raymond, C Nelson Strom, Mary Gottschalk
- Date: Oct 1996
- Competency: Strategic Insight and Integration>Management partnership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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State-of-the-Art Risk Management System and Application
State-of-the-Art Risk Management System and Application This session from the 1995 SOA Boston Meeting ... all the assumptions that go into the model as dynamic assumptions, including some kind of stochastic ...- Authors: Brian Trust, Douglas A George
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
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Computing Ruin Probabilities - A Life Table Approach
the form of the constraints of a forward looking dynamic programming problem. This gave us the fle~,ibility ... three steps. 20E; THE MODEL Used the Dynamic P rogramming St ra tegy of wr i t ing down a ...- Authors: Manalur S Sandilya
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Panel: An Overview of the Status of the Valuation Actuary The Change in the Valuation Law to Establish a Meaningful Role for the Actuary
Panel: An Overview of the Status of the Valuation Actuary The Change in the Valuation Law to Establish ... statutory interest rates that are defined by the Dynamic Valuation Law (DVL). 65 1990 SYMPOSIUM FOR ...- Authors: Harold G Ingraham, Michael E Mateja, Walter Rugland
- Date: Sep 1990
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Analyzing The Assets For Asset/Liability Management Purposes
Analyzing The Assets For Asset/Liability Management Purposes This session discussion is about ... 5-year callable bonds. Then there is the famous dynamic strategy, similar to what I described here. You ...- Authors: Joseph J Buff, Sheldon Epstein, Gregory D Jacobs
- Date: May 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management
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Methods For Determining And Adjusting Contingency Benchmark Surplus
value. From 1985-1987 the factors were made more dynamic by adjusting for differing degrees of asset/liability ... experience develops. Making the target formula dynamic by periodically measuring risk levels with stochastic ...- Authors: Joseph J Buff, David L Creswell, Gregory D Jacobs, Gerald A Lockwood, Michael L Zurcher, Eric A Broedel
- Date: May 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Management Of Assets In Relations To Liabilities
Department's effort to give recognition to the dynamic needs of the industry to recognize current interest ... and the NAIC Technical Advisory Committee on Dynamic Interest and Related Matters in its advice to the ...- Authors: James A Attwood, Paul F Kolkman, Daniel J McCarthy, Terrence M Owens
- Date: Oct 1982
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Financial Reporting & Accounting