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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 ...- 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
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Pricing and Managing Derivative Risk: An Integral Risk Function
the tail and work your way up. We'll talk about dynamic hedging and active hedge programs. It's a theoretically ... will not necessarily give you full credit for dynamic hedging programs. If so, it will be sub-optimal ...- Authors: James P Greaton, Paul Haley, Novian Junus, Marshall C Greenbaum, Howard Zail
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Ask The Experts
Ask The Experts From a session at the 2001 Valuation Actuary Symposium, held in Lake Buena ... below the minimum standards. We then considered dynamic financial condition analysis. I believe the unified ...- Authors: Frank M Amrine, Andrew Bodine, Armand de Palo, Mark Freedman, Charles D Friedstat, James P Greaton, Meredith Ratajczak, William J Schreiner, Stephen N Steinig
- Date: Nov 2001
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Standards of practice; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Financial Reporting & Accounting>Tax accounting; Public Policy
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ZZZ and ZZZZ Update
criteria apply to optional replication, which permits dynamic hedging of an aggregation of policyholder liabilities ... the wording changed, essentially, to reflect a dynamic total portfolio hedging strategy. The other main ...- Authors: Alan Downey, Martin E Goldman, James P Greaton
- Date: Jun 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Public Policy
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Life and Annuity Valuation Issues
VALUATION ISSUES MR. R. THOMAS HERGET: We have a dynamic panel consisting of Donna Claire and Jim Greaton ... floor) in the UVS. We do anticipate preparing a dynamic financial condition analysis. We'll be calling ...- Authors: James P Greaton, R Thomas Herget, Donna Claire
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting
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Life Company Valuation In An Environment Of Change
essentially all Jurisdictions. These included the dynamic interest feature that permits valuation interest ... minimum reserve requirements, with or without the dynamic interest feature, cannot be relied upon to assure ...- Authors: Allan Affleck, Gary Corbett, James P Greaton, Robert A Miller, Carl R Ohman
- Date: May 1984
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Public Policy