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Exploring Policyholder Behavior in the Extreme Tail
Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme value theory ... policyholder behavior in the extreme tail. This paper applies EVT to the study of variable annuity dynamic ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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Measuring Benefits of Variable Annuity Volatility Management Techniques
Measuring Benefits of Variable Annuity Volatility Management Techniques We analyze how volatility management ...- Authors: Raghu Ramachandran, Aaron Sarfatti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Optimizing CPPI Investment Strategy for Life Companies
alternatives to traditional unit- linked products because the former offer a guaranteed minimum return, such as ... also offer high potential returns whilst lim- iting the downside risk by implementing a dynamic allocation ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Global Variable Annuity Relected in New Zealand Product Design
Global Variable Annuity Relected in New Zealand Product Design New Zealand is about ... withdrawal benefits. The product design is mindful of the lessons from the financial crisis in the United States ...- Authors: Murray Alan Hilder, Ralph Stewart
- Date: Jan 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: International News
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Individual annuities; Annuities>Investment strategy - Annuities; Annuities>Marketing and distribution - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Annuities>Variable annuities; Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investment policy; Finance & Investments>Investments