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  • How to Make Guarantees on VAs Worth More than the Paper They're Written On
    More than the Paper They're Written On From a session at the Spring meeting of the Society of Actuaries ... Variable annuities with guaranteed benefits and the effect that hedging/capital management strategies ...

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    • Authors: Ari Lindner, Jason Kehrberg
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
  • Stochastic Immunization
    meeting of the Society of Actuaries held in San Diego, CA, June 22-23, 2000 A discussion of how stochastic ... efficiently and effectively consider a wide variety of scenarios and outcomes and how these tools can be ...

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    • Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
    • Date: Jun 2000
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Stochastic models
  • Hedging Variable Annuity Guarantees: A Practical Discussion
    Practical Discussion From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas ... 2004 The panelists discuss the benefits of hedging variable annuity guarantees, the challenges ...

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    • Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
  • Stochastic Immunization Charts 1-4
    Immunization' From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23 ... management=ALM;Discount rates=Interest rates;Market value of entities;Interest rate risk; 14519 6/1/2000 12:00:00 ...

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    • Authors: Josephine Marks, Scott E Navin, Steven Craighead
    • Date: Jun 2000
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Stochastic models
  • Stochastic Immunization: Charts 5-8
    Immunization'. From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23 ... 2000 Discount rates=Interest rates;Market value of entities;Interest rate risk; 17873 6/1/2000 12:00:00 ...

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    • Authors: Josephine Marks, Scott E Navin, Steven Craighead
    • Date: Jun 2000
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Stochastic models