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Down But Not Out: A Cost of Capital Approach to Fair Value Risk Margins
Down But Not Out: A Cost of Capital Approach to Fair Value Risk Margins This paper develops a ... of capital method for estimating margins for mortality, lapse, expense and other forms of underwriting ...- Authors: B John Manistre
- Date: Sep 2014
- Competency: Leadership>Thought leadership
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Capital markets; Enterprise Risk Management>Risk measurement - ERM
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Target Volatility Fund: An Effective Risk Management Tool for VA?
added target volatility funds to their variable annuity (VA) fund lineup. Unlike typical mutual fund ... terrorist attack, or the more recent S&P downgrade of the U.S. govern- ment. With the looming debt crisis ...- Authors: Yuhong Xue
- Date: Oct 2012
- Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Product Matters!
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital markets; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset allocation; Life Insurance>Investment strategy - Life Insurance; Modeling & Statistical Methods>Scenario generation