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  • Summary of Risk Management Research on Policyholder Behavior in the Tail Survey
    Summary of Risk Management Research on Policyholder Behavior in the Tail Survey Summary of recent ... included sensitivity to mortality, expenses and the dynamic lapse assumption (Figure 3). MAY 2019 RISK ...

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    • Authors: Jeffrey Hartman
    • Date: Jun 2019
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
  • Annuity Risk-Management Seminar. NAIC C3 Phase II Implications for RBC and Reserves
    static or dynamic. Static would be the same assumption across all of your scenarios. Dynamic would be ... within one year, and there’s a limited credit for dynamic hedging. The statutory reserve is pretty much the ...

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    • Authors: John M O'Sullivan, Peter H Sun, Keith E Floman
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities; Enterprise Risk Management>Capital management - ERM