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2021 Life Meeting - Session 3C: Variable and Fixed Indexed Annuity - Policyholder Behavior Experience Update and Modeling 8.30.21 Recording
This session will present results of the most recent SOA/LIMRA studies of variable and ... expand. After that, the presenters will focus on dynamic lapse for hot money businesses, which is an important ...- Authors: Society of Actuaries
- Date: Aug 2021
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Economics; Enterprise Risk Management; Experience Studies & Data
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Dynamic v. Static Replication
Dynamic v. Static Replication The speakers will discuss the replication of long-term options, including ...- Authors: Joshua Dobiac, Jeff Greco, Hyunsu Kim FSA,MAAA (Hyunsu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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VA Hedging Strategies Under New AG 43/VM-21 and C2 PII
will be compared, including explicit dynamic hedge and implicit dynamic hedge. The speakers will also touch ... impact of rebalance frequency on the performance of dynamic hedge. Case studies will be presented to provide ...- Authors: Tao Wang ASA,MAAA , Jerry Mao FSA,FCIA,MAAA (Jerry)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
classes respectively. Taking into account mortality and dynamic lapse risk, we build a model that quantifies ... Hardy (2003) offered risk‐neutral pricing and dynamic hedging analyses on VAs. Milevsky analyzed VA ...- Authors: Guanghua Cao
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management