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Interesting Challenges For Insurers
Interesting Challenges For Insurers Feature article discussing how market interest rates ... accurately through dynamic models. We have found that (with some notable exceptions) dynamic lapse formulas ...- Authors: John Fenton, Mark Scanlon, Jaidev Iyer
- Date: Jun 2012
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Product Matters!
- Topics: Economics>Financial economics; Economics>Financial markets
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Rethinking Fixed Deferred Annuities: Applying a Risk-Based Economic Value Approach
Most insurers’ models already incorporate dynamic policyholder behavior, with the decision to surrender ... coding the dynamic policyholder behavior. Consequently, insurers may need to test their dynamic policyholder ...- Authors: Dominique Lebel, Noel Harewood, Mark Scanlon
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Annuities>Fixed annuities; Finance & Investments>Economic value
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2009 Economic Capital for Life Insurance Companies –Complete Report
2009 Economic Capital for Life Insurance Companies –Complete Report The Committee on Finance Research ... perform such trades as markets develop (e.g., dynamic hedging strategies). At the end of the one-year ...- Authors: Hubert B Mueller, Mark Scanlon, Ian Farr, Simon W Stronkhorst
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management