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Capital and Hedge Modeling for Variable Annuities
Modeling for Variable Annuities Panelists discuss economic capital, capital modeling, and hedge modeling ... benefits [GLBs] on variable annuities. Session 34PD of the 2005 Valuation Actuary Symposium. Guaranteed living ...- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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An Alternative to Capital Allocation
evaluate the impact of changes in an insurer’s operations by allocating capital to individual lines of business ... problem in the implementation of the procedure arising from reserve volatility and briefly notes the failure ...- Authors: TOM MATTHEW MCINTYRE, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Stochastic models