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Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits,
Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits ... Benefits, The purpose of this discussion is to introduce a few additional points and discuss how different ...- Authors: Mark Evans, Application Administrator
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Annuities>Variable annuities; Economics>Financial economics; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Axioms for the Internal Rate of Return of an Investment Project
for the Internal Rate of Return of an Investment Project This paper studies the internal rate of return ... return of a finite series of cash flows in terms of three natural axioms. Examples of rate of return functions ...- Authors: S. Promislow, David Spring
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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The Possible Effects of Negative Interest Rates on US Life
The Possible Effects of Negative Interest Rates on US Life Article discusses possible effects of negative ...- Authors: Simpa Baiye, Richard de Haan
- Date: May 2017
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: News Direct
- Topics: Annuities>Product development - Annuities; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Capital markets; Finance & Investments>Derivatives; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Understanding the Riskiness Of A GLWB Rider For FIAs
Understanding the Riskiness Of A GLWB Rider For FIAs The article explores impact of resetting cap vs ... choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, analysis of a Monthly ...- Authors: Pawel Konieczny, Jae Jung
- Date: Apr 2016
- Competency: 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>Equity-indexed annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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RBC C3 Phase II: Easier Said Than Done
Done Results of an industry survey on life insurance companies' efforts to implement the recently adopted ... variable annuity contracts. Adopted by the NAIC on October 14, 2005, the new requirements are effective for ...- Authors: Patricia Matson, Don Wilson
- Date: Mar 2006
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Actuarial Profession>Best practices; Annuities>Reserves - Annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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An Introduction To Risk Measures For Actuarial Applications
An ... EXAMINATION COMMITTEE OF THE SOCIETY OF ACTUARIES CONSTRUCTION AND EVALUATION OF ACTUARIAL MODELS ... PhD, FIA, FSA CIBC Professor of Financial Risk Management University of Waterloo ©Copyright ...- Authors: Mary Hardy
- Date: Jul 2006
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Estimation methods
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Aspects of Interest Rate Models
Aspects of Interest Rate Models Interest rate modeling is discussed in this paper with special emphasis ... emphasis on the long and short rate model of Brennan and Schwartz. Comment is made on an unexpected aspect ...- Authors: Keith Sharp
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Results of Tax Modeling Survey
Results of Tax Modeling Survey Results of survey, conducted recently by the Taxation Section of the Society ... Society of Actuaries, on how federal income tax is reflected in the projection work being performed. Asset ...- Authors: Steven C Chamberlin
- Date: Feb 2011
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Taxing Times
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Forecasting
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Principles of Capital Market Modeling
Principles of Capital Market Modeling Discussion of Capital Market Modeling techniques Asset modeling;Capital ... rates=Interest rates;Dynamic simulation models;Market value of assets;Monte Carlo simulation;Stochastic models; ...- Authors: Andres Vilms
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Portfolio management - ERM; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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The Actuary Vol. 22, No. 2 After The Crash: Statistical Implications
The Actuary Vol. 22, No. 2 After The Crash: Statistical Implications This article considers considers ... considers how the assumptions and statistical methods used to analyze investments are likely to change as a ...- Authors: Aaron Tenenbein
- Date: Feb 1988
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Economics>Financial markets; Modeling & Statistical Methods>Asset modeling