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  • Economic Capital: A Case Study to Analyze Longevity Risk
    Economic Capital: A Case Study to Analyze Longevity Risk In this article, the author discusses the capital ... because of the longevity risk on immediate annuities. Annuity reserves;Assumptions;Economic capital;Principles-based ...

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    • Authors: Stuart Silverman
    • Date: Sep 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities>Payout annuities; Enterprise Risk Management
  • Economic Capital: A Case Study To Analyze Longevity Risk
    Economic Capital: A Case Study To Analyze Longevity Risk Feature article discussing how insurers have ... requirements, but have largely disregarded the impact of mortality volatility on their liability assumptions ...

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    • Authors: Stuart Silverman
    • Date: Aug 2010
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
  • Risks and Rewards Newsletter, October 2003, Issue No. 43
    Risks and Rewards Newsletter, October 2003, Issue No. 43 Full version of Risks and Rewards Newsletter, ... Newsletter, October 2003, Issue No. 43 Full version of Risks and Rewards Newsletter, October 2003, Issue ...

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    • Authors: Paul Donahue, Thomas Edwalds, David Ingram, Richard Wendt, Rick Wilson, Douglas A George, Stuart Silverman, Annamaria Lusardi, Lisa Reed, Jonathan Skinner, Steven Venti, Tau Wu
    • Date: Oct 2003
    • Publication Name: Risks & Rewards
  • Why Write Variable Products When You Can Put the Money Directly into the Stock Market?
    Put the Money Directly into the Stock Market? Why Write Variable Products When You Can Put the Money ... Money Directly into the Stock Market? Assumptions;Capital markets=Stock market;Conditional Tail Expectation=CTE;Guaranteed ...

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    • Authors: David Ingram, Stuart Silverman
    • Date: Oct 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Finance & Investments