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  • Hedging and Other Mitigation Techniques
    other items that we need to think about include dynamic lapse and mortality. In the case of a living benefit ... We're faced with C-3 Phase II. We want to put our dynamic- rebalancing strategies into our capital calculations ...

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    • Authors: Andrew D Rallis, Ellen Cooper, Kenneth Mungan
    • Date: Jan 2005
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Investment strategy - Finance & Investments
  • Risk Management Framework in a Life Insurance Company
    Risk Management Framework in a Life Insurance Company This session from the 2003 SOA Orlando Meeting ... earnings at risk (EaR) reports, and an annual dynamic capital adequacy test (DCAT), which is disaster ...

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    • Authors: James P Greaton, Max Rudolph, Ellen Cooper
    • Date: Oct 2003
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management
  • Generating Economic Scenarios
    don’t stay fixed. Bill is going to talk about dynamic credit spreads and how they can change as your ... used for asset/liability management (ALM) and dynamic financial analysis (DFA) applications. Prior ...

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    • Authors: Ellen Cooper, Marc Altschull, William Pauling, DAVID E MARTIN
    • Date: Sep 2002
    • Competency: External Forces & Industry Knowledge
    • Topics: Modeling & Statistical Methods