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  • Potential Impact of Non-Variable Annuity PBR on Fixed Indexed Annuity Pricing
    to project the future costs and benefits of a dynamic hedge strategy using either the Explicit Method ... The Framework suggests that the reflection of a dynamic strategy, whether defined as CDHS or not, will ...

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    • Authors: Zohair Motiwalla, Karthik Yadatore, Aatman Dattani
    • Date: Feb 2021
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Product Matters!
    • Topics: Annuities>Reserves - Annuities; Financial Reporting & Accounting>Statutory accounting
  • Will Sales Of a De-Risked VA Product Improve Reserve and Required Capital Positions under Principle-Based Approaches?
    charge period for B and L share respec- tively. A dynamic lapse formula is acting to reduce the base lapse ... Utilization of the GMIB benefits is also assumed to be dynamic based on in-the-moneyness of the guarantee. There ...

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    • Authors: Yuhong Xue
    • Date: Feb 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Product Matters!
    • Topics: Annuities>Capital - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities