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Update on Total Asset Requirements for Variable Products with Guarantees
Update on Total Asset Requirements for Variable Products with Guarantees Update on Total Asset Requirements ... surplus for Variable annuity products with guarantees Annuity reserves;Annuity valuation;Guaranteed ...- Authors: James W Lamson, Max Rudolph
- Date: Nov 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Conditional Tail Expectation; Public Policy
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An Introduction To Risk Measures For Actuarial Applications
the put option embedded in the popular ‘variable annuity’ contracts. Although these loss distributions ... (3) From this we can construct the following table: x Pr[L ≤ x] 100 1.00 50 0.995 10 0.95 0 0.85 ...- 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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Pandemic Risk
Pandemic Risk This article presents recent perspectives on the understanding and measurement ... pandemic risk. Life reinsurance;Longevity risk;Mortality risk;Provision for adverse deviation;Catastrophic ...- Authors: Doris Azarcon
- Date: Jul 2013
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Reinsurance News
- Topics: Demography>Mortality - Demography; Demography>Population data; Global Perspectives>Global markets; Modeling & Statistical Methods>Conditional Tail Expectation; Reinsurance>Catastrophe reinsurance