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  • Hedging Variable Annuity Guarantees: A Practical Discussion
    Hedging Variable Annuity Guarantees: A Practical Discussion From a session at the Spring meeting of ... panelists discuss the benefits of hedging variable annuity guarantees, the challenges they face and how they ...

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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
  • Risk-Based Capital Requirements on Variable Annuities with Guarantees
    2004, Society of Actuaries Note: The chart(s) referred to in the text can be found at the end of ... on Variable Annuities... 3 Commissioner's Annuity Reserve Valuation Method (CARVM) expense allowance ...

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    • Authors: Jeffrey A Leitz, Geoffrey Hancock, Dominique Lebel
    • Date: Oct 2003
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models