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  • Segregated Funds Seminar Illuminates Equity Guarantees Risks
    Equity Guarantees Risks by G. Thomas Mitchell from The Financial Reporter, February 2000, Issue No. 41. ... classes;Scenario generation=Scenario generators=Economic scenario generators; 9106 2/1/2000 12:00:00 ...

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    • Authors: G Mitchell
    • Date: Feb 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Perspectives on Variable Annuity Guarantees
    drawing upon today if the finan- cial crisis had resulted in the bankruptcy of a large insurer brought ... their large book of Variable Annuity guarantees. Luckily for the indus- try the VA guarantee is still ...

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    • Authors: Jason Alleyne, Benjamin Neff, Min Yang
    • Date: Mar 2011
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
    Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options Description of the ... gamma of the liabilities of a portfolio of variable annuities. Discussion of the sensitivity of gamma ...

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    • Authors: David Ross, Charles L Gilbert, John Wiesner
    • Date: Mar 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Risk Appetite for Variable Annuities: Managing the “Three headed Monster” Challenging Variable Annuity Writers
    Risk Appetite for Variable Annuities: Managing the “Three headed Monster” Challenging Variable Annuity ... risk appetite framework can help a company manage the “three-headed monster” and why a risk appetite framework ...

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    • Authors: Amit Ayer
    • Date: Sep 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Measuring Benefits of Variable Annuity Volatility Management Techniques
    Measuring Benefits of Variable Annuity Volatility Management Techniques We analyze how volatility management ...

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    • 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
  • Variable Annuity: Risk Management Through Breakthrough Product Innovation
    writers will not get out of this severe market stress unless tail risks of GMxBs are well mitigated ... future as the guarantees are more frequently in the money, and this has created extreme stress on the insurers’ ...

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    • Authors: Xiaokai Shi, Yungui Hu
    • Date: Sep 2009
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders
    The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders This article ... article departs from the usual GMWB pricing approach by assuming that the policyholder is always smart ...

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    • Authors: Lloyd A Foster
    • Date: Sep 2009
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Risk Surface: Chart Your Risk Profiles
    Risk Surface: Chart Your Risk Profiles This article proposes a new term called the risk surface ... Profiles This article proposes a new term called the risk surface to enhance risk communications. Asset ...

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    • Authors: Xiaokai Shi, Yungui Hu
    • Date: Jun 2010
    • Competency: Communication
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management