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  • Strategic Asset Allocation in Asia: Optimizing Across Portfolios
    guaranteed interest rates. • In contrast to the U.S. where statutory required capital regulations are ... abstracts SAA-insensitive elements (for instance, mortality risk) from calculations to improve speed across ...

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    • Authors: Michael Kwan Yu Chan, Frederick Yiu Fai Ngan, Thomas Tang
    • Date: Feb 2017
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Experience Studies & Data
  • 2003 Stochastic Modeling Symposium
    2003 Stochastic Modeling Symposium Announcement of an upcoming 2003 Stochastic Modeling Symposium. ... Symposium on Stochastic Modeling for Variable Annuity/Segregated Fund Investment Guarantees, and (2) ...

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    • Authors: Martin Roy
    • Date: Jul 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods
  • Hedging interest Rate Risk in Traditional Life and Health Products
    profitability has rather fat tails on both sides. The table below shows the distribution of profits for our ... when the shape of the yield curve changed. The table below summarizes the standard deviation of the ...

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    • Authors: Craig Reynolds, David Wang
    • Date: Feb 2008
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Life Insurance>Pricing - Life Insurance
  • Use of Structured Advances in Risk Management
    Use of Structured Advances in Risk Management This article discusses how FHLB advances, i.e. ... LTD writer may also decide to enter the deferred annuity markets understanding that these annuities exhibit ...

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    • Authors: Anson Glacy
    • Date: Feb 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments
  • 2019 Investment Symposium— Session 3A: Real Returns and Risk Premia: What Are the Issues?
    2019 Investment Symposium— Session 3A: Real Returns and Risk Premia: What Are the Issues? ... investment symposium on Oct. 27. In my opinion, COVID-19’s ravaging impact on health and economy worldwide will ...

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    • Authors: Society of Actuaries
    • Date: Apr 2020
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Annuities; Annuities>Investment strategy - Annuities; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Annuities>Deferred annuities