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Pricing Bounds and Bang-bang Analysis of the Polaris Variable
Pricing Bounds and Bang-bang Analysis of the Polaris Variable This presentation establishes ... capture the following features of the Polaris: Dynamic withdrawals ⇒ stochastic optimal control framework ...- Authors: Zhiyi Shen, Chengguo Weng
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
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Global Variable Annuity Relected in New Zealand Product Design
Global Variable Annuity Relected in New Zealand Product Design New Zealand is about to launch its ... a phased introduction of solvency credits for dynamic hedging. As there was no local experience, we ...- Authors: Murray Alan Hilder, Ralph Stewart
- Date: Jan 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: International News
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Individual annuities; Annuities>Investment strategy - Annuities; Annuities>Marketing and distribution - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Annuities>Variable annuities; Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investment policy; Finance & Investments>Investments
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Policyholder Behavior in the Tail Risk Management Section Working Group Variable Annuity Guaranteed Benefits 2010 Survey Results
55% last year. Fewer insurers reported using dynamic utilization for income benefits and withdrawal ... respondents use dynamic lapses for death benefits. Over 80% of respondents use dynamic lapses for living ...- Authors: Society of Actuaries
- Date: Dec 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
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Integrating Robust Risk Management Into Pricing: New Thinking For VA Writers
hedging/ derivatives teams, which might include dynamic hedging, semi-static hedges, and such. - Insurance ... Structured hedges, which are often hybrids between a dynamic hedge and full reinsurance. CONTINUED ON PAGE ...- Authors: Frank Zhang
- Date: Feb 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
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Guaranteed Minimum Withdrawal Benefit in Variable Annuities
the same entry age. • No lapses, no deaths, no dynamic behavior. 9 Pricing a Simple GMWB 0 0.005 ... affects the cost of GMWB in the real world. • Dynamic GMWB utilization Possible influencing factors: ...- Authors: Yan Liu
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Variable annuities
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Better Pricing in an Uncertain World
risk-driven charges. It has a slightly different dynamic than some of the others. Now that we've seen ... along with that. You have the interest rates. Dynamic lapses reinsurance again is an issue, and there ...- Authors: Timothy Hill, Tim Bennett
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities; Life Insurance>Pricing - Life Insurance
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Complex Liability Modeling Issues
by these products • Selecting realistic dynamic assumptions • Techniques used in modeling ... communicate risks Antiselection;Deferred annuities;Dynamic simulation models;Equity-indexed annuities;Financial ...- Authors: Application Administrator, Thomas J Mitchell, John M O'Sullivan, Joseph M Rafson
- Date: Nov 2001
- Competency: Communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Hot Topics in Separate Account Products
Hot Topics in Separate Account ... 2 Dynamic Investment Fund Protection," and he will indicate ... the way I've approached it, is to do a fully dynamic stochastic Monte Carlo model. This approach lets ...- Authors: Hans U Gerber, Peter Tilley, Marshall C Greenbaum, Mary Hardy
- Date: Oct 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
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Variable Annuity Guaranteed Minimum Death Benefits
offering the enhanced definitions? I think the first dynamic is the defense against replacement. With the return ... gets too far out of line. I think the second dynamic is simple---features competition. The enhancements ...- Authors: Garth A Bernard, G Mitchell, Steven Habegger, John Slater
- Date: Apr 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities