Refine your search
41 - 50 of 65 results (0.38 seconds)
Sort By:
  • Residual Risk When Hedging Delta and Rho of Equity Options
    Residual Risk When Hedging Delta and Rho of Equity Options This article explores the effectiveness of hedging delta and rho of equity options. This provides insight into the frequency and ...

    View Description

    • Authors: Mark Evans
    • Date: Mar 2016
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Enterprise Risk Management>Capital markets; Finance & Investments>Derivatives
  • Single-Premium Deferred-Annuity Persistency Study
    Single-Premium Deferred-Annuity Persistency Study Studies full and partial single-premium deferred fixed annuity withdrawals and the relationship of this activity to selected characteristics of ...

    View Description

    • Authors: Samuel Cox, Paul D Laporte, Steven R Linney, Lucian Lombardi
    • Date: Jan 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Annuities>Fixed annuities
  • Rethinking Fixed Deferred Annuities: Applying a Risk-Based Economic Value Approach
    Rethinking Fixed Deferred Annuities: Applying a Risk-Based Economic Value Approach Actuaries have traditionally recognized the links between risk and value, and in recent years have begun to ...

    View Description

    • Authors: Dominique Lebel, Noel Harewood, Mark Scanlon
    • Date: Jan 2011
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Annuities>Fixed annuities; Finance & Investments>Economic value
  • Interest-Sensitive Products In A Stable Rate Environment
    Interest-Sensitive Products In A Stable Rate Environment Presented at October 1986 Annual Meeting. This session discussion is about interest-sensitive products and methods of arriving at ...

    View Description

    • Authors: Gregory J Carney, Douglas Doll, Mark A Tullis, Robert L Whitney, Ben Wolzenski
    • Date: Oct 1986
    • Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Fixed annuities; Life Insurance>Universal life
  • Hedging Challenges in Current Market Environment
    Hedging Challenges in Current Market Environment The speaker will share his insights into the hedging challenges faced by FIA and VA business in the current market environment. Annuities, ...

    View Description

    • Authors: Philippe Combescot
    • Date: Nov 2019
    • Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Individual annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
  • VA Hedging Strategies Under New AG 43/VM-21 and C2 PII
    VA Hedging Strategies Under New AG 43/VM-21 and C2 PII The proposed revisions to the variable annuity statutory framework and the FASB targeted improvement for long duration contract, motivate ...

    View Description

    • Authors: Tao Wang ASA,MAAA , Jerry Mao FSA,FCIA,MAAA (Jerry)
    • Date: Oct 2019
    • Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
  • Rising Interest Rates: How Big a Threat?
    Rising Interest Rates: How Big a Threat? This article discusses the impact of rising interest rates on annuity writers and life insurers and the risk management challenges it presents. Falling ...

    View Description

    • Authors: Francis Sabatini
    • Date: Nov 2004
    • Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
    • Publication Name: Risk Management
    • Topics: Annuities>Fixed annuities; Finance & Investments
  • Fixed Annuities and the Small Company
    Fixed Annuities and the Small Company Discussion of recent growth in fixed annuity sales and sales experience for small companies. Marketing and distribution; 11167 5/1/2003 12:00:00 AM ...

    View Description

    • Authors: Eric Sondergeld
    • Date: May 2003
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: Small Talk
    • Topics: Annuities>Fixed annuities
  • Current Annuity Topics
    Current Annuity Topics This session from the 1983 SOA Spring Meeting reviews trends in annuity product design, marketing and agents' compensation, investment strategies, and annuitant ...

    View Description

    • Authors: John M Lenser, Thomas J Mitchell, Catherine R Turner, Trevor Walke, Michael Winterfield
    • Date: Apr 1983
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Fixed annuities
  • An Alternative Option-Based Approach to Calculating MRBs
    An Alternative Option-Based Approach to Calculating MRBs ASU 2018-12 introduced a new concept called “market risk benefits” (MRBs). MRBs are a new accounting classification for benefits within ...

    View Description

    • Authors: John Adduci
    • Date: Dec 2019
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Guaranteed living benefits; Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Annuities>Living / Death benefit riders