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Insurance Risk Management at Life Insurers: Dynamically Managing Economic Cycles
(which represent short positions) on top of more dynamic wealth accumulation or life protection products ... rate caps offer inexpen- sive protection today. Dynamic risk management also can include adjusting risk ...- Authors: Larry Rubin, Xiaokai Shi
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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Analysis of Methods for Determining Margins for Uncertainty Under a Principle-Based Framework for Life Insurance and Annuity Products
.....................................75 5.5.5 Dynamic Assumptions on Policyholder Behavior.......... ... Society of Actuaries 27 Make the formula used for dynamic assumptions (such as lapse rates or guarantee utilizations ...- Authors: Larry Rubin, Xiaokai Shi, Nicholas Ranson
- Date: Mar 2009
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
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Risks and Rewards Newsletter, July 2003, Issue No. 42
Adequacy Ratio. Standard & Poor’s has created a dynamic model called “Financial Product Capital (FPC)” ... to measure the required economic capital. This dynamic model has been applied to non-insurance “books” ...- Authors: Nino A Boezio, Catherine Ehrlich, Martin Roy, Larry Rubin, Hubert B Mueller, Douglas A George, Teri Geske, Michael Bean, John Ryding, Leo Tilman, David Ingram, Christian Gilles, Ajay Rajadhyaksha
- Date: Jul 2003
- Publication Name: Risks & Rewards
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Credit Risk Modeling For Life Insurers
we find is that credit risk is actually quite dynamic. Long gone are the days when people just bought ... finding is credit risk changes a lot. It's very dynamic. It's not stable or stale as one might think by ...- Authors: Larry Rubin, Martin le Roux, Walid Shinnawi
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Pricing - Life Insurance
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Derivatives in Insurance Products
gone away for a variety of reasons. Then there’s dynamic hedging. I talked a little bit about that. In ... the risk-free rate) There are all kinds of dynamic hedging techniques available. Showing some of the ...- Authors: Michael J Hambro, Larry Rubin
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management