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Variable Annuity: Risk Management Through Breakthrough Product Innovation
Variable Annuity: Risk Management Through Breakthrough Product Innovation Current risk management approaches ... approaches for variable annuity business are not working very well in today's market turmoil. Guaranteed ...- 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
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Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives
Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives Competition for space in distribution ... proliferation of exotic options embedded in variable annuity products. This article discusses how this has ...- Authors: Michelle Smith, Roma Jakiwczyk, Edward Wilson, Mark Evans
- Date: Nov 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Finance & Investments>Derivatives
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Policyholder Behavior in the Tail: Variable Annuity Guaranteed Benefits Survey Results
Policyholder Behavior in the Tail: Variable Annuity Guaranteed Benefits Survey Results This article ... behavior in the tail with respect to variable annuity guaranteed benefits. GMIB is specifically addressed ...- Authors: James Reiskytl
- Date: Mar 2006
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities
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The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders
Management | SEPTEMBER 2009 | 33 C H A I R S P E R S O N ’ S C O R N E R The Efficient Policyholder Approach ... make a series of withdrawals from a variable annuity fund, with the guarantee that the total value ...- Authors: Lloyd A Foster
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Is Predictive Modeling the Answer?
Is Predictive Modeling the Answer? Important tools used in property & casualty P&C ... model policyholder behavior risks in variable annuity VA contracts. In this article, a case study is ...- Authors: David Weinsier, Guillaume Briere-Giroux
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Predictive Analytics
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Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
fact that the embedded derivative in a variable annuity contract is in effect a put option on a put option ... at charles.gilbert@nexusrisk.com. R I S K R E S P O N S E Risk management | MARCH 2010 | 25 ...- 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