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Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture This paper builds ... builds a model that quantifies the natural hedging benefits of a portfolio of both variable annuities and ...- Authors: Guanghua Cao
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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VA Hedging Strategies Under New AG 43/VM-21 and C2 PII
43/VM-21 and C2 PII The proposed revisions to the variable annuity statutory framework and the FASB targeted ... their hedging strategy. Recently proposed revisions of AG 43/VM-21 and C3 Phase II, reward companies that ...- 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
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Managing The Annuity Risk With Reinsurance
Managing The Annuity Risk With Reinsurance Annuities are presenting ever-greater risks for the direct ... • The impact to the payout annuity market from lengthening life expectancies From the Record ...- Authors: Bob Holliday, Ari Lindner, Sylvia Oliveira, James McArdle
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Enterprise Risk Management; Reinsurance
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2022-determining-sensitivity-tests
webcast, explore sensitivity testing effectiveness, the important difference between sensitivity and stress ... effective evaluations of sensitivity test results in order to elevate your knowledge within the actuarial science ...- Date: Mar 2023
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Annuities; Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Modeling & Statistical Methods
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C-Suite Panel Discussion
will face the societal issue of inadequate savings with likely insufficient time to rectify the situation ... situation. They need immediate growth, but also the disciplines of risk management. They typically do not know ...- Authors: Rajeev Dutt, Sam Nandi, Frank Zhang, Axel Andre
- 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; Enterprise Risk Management
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How Do You Solve a Problem Like the Vega?
Solve a Problem Like the Vega? There is no “industry standard” approach to managing the vega (volatility) ... this session, we will introduce and analyze a range of reinsurance solutions, including full vega risk retention ...- Authors: Ari Lindner, Jay , Krupal Rachh
- 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>Variable annuities; Enterprise Risk Management
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Semi Monte Carlo – A New Variance Reduction Method
advanced modeling of equity linked products. These include: • Clustering • Use of unique--and potentially ... potentially a different number of--scenarios for each policy • Semi Monte Carlo (SMC) – this is a proprietary ...- Authors: Andrey Marchenko
- Date: Oct 2019
- Competency: 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
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Dynamic v. Static Replication
Replication The speakers will discuss the replication of long-term options, including a discussion of issues ... as liquidity, transaction costs, slippage, impact of policyholder behavior, and machine learning algorithms ...- Authors: Joshua Dobiac, Jeff Greco, Hyunsu Kim FSA,MAAA (Hyunsu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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Speeding up Actuarial Seriatim Calculations
advanced modeling of equity linked products. These include: • Clustering • Use of unique--and potentially ... potentially a different number of--scenarios for each policy • Semi Monte Carlo (SMC) – this is a proprietary ...- Authors: Andrey Marchenko
- 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
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2022-driving-regulatory-changes
Learn how modernization of data, models, and technology are influencing workflows. This webcast will ... response to new regulatory requirements and the impacts the changes have on modeling and end-to-end future ...- Authors: Andrew Allen Weaks, Robert Welander, Terri Linn Foster
- Date: Sep 2022
- Competency: Communication; External Forces & Industry Knowledge; Leadership; Professional Values; Relationship Management; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Annuities; Economics; Enterprise Risk Management; Experience Studies & Data; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Long-term Care; Modeling & Statistical Methods; Predictive Analytics; Technology & Applications; FinTech & InsurTech