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Exploring Policyholder Behavior in the Extreme Tail
Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme value ... This paper applies EVT to the study of variable annuity dynamic lapse behavior in the extreme tail. It ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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Liquity Risk In An Insurance Operation
syndicates there is a further liquidity issue in that U.S. trust funds are maintained gross of rein- surance ... had integrated liquidity risk into R i s k R e s P o n s e Risk management | AUGUST 2012 | ...- Date: Aug 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Annuities>Reserves - Annuities; Enterprise Risk Management>Operational risks; Finance & Investments>Investment strategy - Finance & Investments