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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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C-3 Task Force Report - The Impact of C-3 Risk of Combining Lines of Business
C-3 Task Force Report - The Impact of C-3 Risk of Combining Lines of Business Case Study is used to ...- Authors: Peter B Deakins
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling
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The Sensitivity of Cash-Flow Analysis to the Choice of Statistical Model for Interest Rate Changes
The Sensitivity of Cash-Flow Analysis to the Choice of Statistical Model for Interest Rate Changes This ... This paper explores some of the implications of rejecting the hypothesis that successive interest rate ...- Authors: Gordon E Klein
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Asset modeling
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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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Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits
Management of Variable Annuities with Multiple Guaranteed Minimum Benefits This paper describes the use of ... of the Moses software package to model variable annuities with multiple guarantees. Pricing and risk management ...- Authors: Feng Sun
- Date: Oct 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Practice Forum
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models
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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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Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments
variability measurement standards. This session presented the recommendations of that task force and the relationship ... included: 1. The regulatory need and how the process was approached. 2. The types of CMO variability ...- Authors: David A Hall, Andrew S Davidson, Christopher T Anderson, Michael H Siegel
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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A New Risk Metric for Defined Benefit Pension Plans
order for actuaries to play a valuable role in the realm of enterprise risk management ERM, they must provide ... advice and quantitative analyses. In this paper, the authors use stochastic simulation technology to present ...- Authors: Thomas D Bergan, David Fishbaum
- Date: Oct 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management
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The Cost of Mismatch in Stochastic Interest Rate Models
The Cost of Mismatch in Stochastic Interest Rate Models In a stochastic world consideration of only ... be dangerous. The aim of the present research is to study the computation of the cost of mismatch using ...- Authors: Michel Jacques, JEROME ZACCARI PANSERA
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models