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Lessons Learned from 25 Years of Equity Guarantees
2000– 01 recession. Similarly, the emergence of dynamic multi-greek hedging strategies did not protect ... approach to fund management or risk management/dynamic hedging. Per- haps policyholder behavior will become ...- Authors: Ari Lindner
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Strategy development
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional associations
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How to Make Guarantees on VAs Worth More than the Paper They're Written On
the most part, as one would expect. Turning off dynamic lapses had a significant reduction in the capital ... requirements a bit. Of course, when turning off dynamic annuitization drastically, the results were about ...- Authors: Ari Lindner, Jason Kehrberg
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Variable Annuity Riders: Pricing and Risk Considerations in Today's Market Environment
A new type of GMAB that has come out offers a dynamic asset allocation strategy. What I mean by this ... Capital markets techniques, static versus dynamic hedging—there are a lot of pros and cons to all ...- Authors: Ari Lindner, Timothy Hill, Robert Stone
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Understanding and Managing Annuity Risks
es: o You have a choice between static and dynamic hedging. o This is somewhat of an oversimplification ... process — whether it's reinsurance, some type of dynamic hedging, static hedging or whatever. You definitely ...- Authors: Michael J O'Connor, Ari Lindner, Scott Priebe
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Individual annuities
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Risk Management Behind Variable Annuities
risk management tools, focusing specifically on dynamic hedging and some of the specifics involved. Mr ... also reinsure these or you can try some static or dynamic hedging. We're starting to get into more risky ...- Authors: Lance Berthiaume, Ari Lindner, George Christopher
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management