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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 ...- 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
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Hedging and Other Mitigation Techniques
five years and then take 7 percent; some take dynamic withdrawals, which generally range from 2 percent ... we’re finding here. I have another note on dynamic lapses, and just policyholder behavior in general ...- Authors: Application Administrator, Kenneth Mungan
- Date: Sep 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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The Practicing Investment Actuary
much more complicated exercise that involves a dynamic strategy that could potentially use derivatives ... starting to either execute or seriously study dynamic hedging. For example, they're looking at treating ...- Authors: Daniel Manghirmalani, Richard S Mattison, Jeffrey Johnson, Kenneth Mungan
- Date: Oct 2002
- Competency: Relationship Management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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The Impact of Policyholder Behavior on Variable Annuities
changes. Therefore, the parameters themselves are dynamic. The next question is, how do exchanges affect ... In terms of reinsurance, there’s an interesting dynamic in the reinsurance market. Reinsurers saw that ...- Authors: Marshall C Greenbaum, Kenneth Mungan, Ulrich Stengele
- Date: Jun 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Tools to Help Senior Management 'Manage' Risk
can look at things like reinsurance, static and dynamic hedging, and also the potential for offloading ... are different ways to do this. We took base and dynamic lapse and we're going to put it in with the interest ...- Authors: Max Rudolph, Francis Sabatini, Kenneth Mungan
- Date: Jun 2000
- Competency: Communication
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Bad Behavior: Policyholder and Interest Rates
and customer behavior, in general, are part of a dynamic process. This is a process that you're probably ... that marketing strategy is going to feed into a dynamic system that involves the crediting strategy, lapses ...- Authors: Klaus Shigley, Kenneth Mungan
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods