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Session 189: Health Insurers and Stress Testing Catastrophic Events
Session 189: Health Insurers and Stress Testing Catastrophic Events While intended to assist health plan ... for new membership Year 3: Antiselective dynamic with lower, more morbid membership 15 Stress ...- Authors: Ken Ehresmann, David Ingram, Reid Kinney
- Date: Mar 2020
- Competency: Leadership
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Health & Disability; Health & Disability>Health insurance
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Session 172: Asset Management Technology for Insurance and Pension Applications
Session 172: Asset Management Technology for Insurance and Pension Applications The management ... Reserves AG-43/VM-21 for the CTE calculation with dynamic hedging ALM (IF only) IFRS 17 (IF only) ...- Authors: Daniel B Finn, Ruth Moore, Society of Actuaries, Matthew Covalle
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments
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Session 114: Integrated FP&A Projections and “What-if” Analysis
CFO and finance leaders: • playing a much more dynamic and facilitative role; • moving from static and ... Rules Engine (FAH) Reporting & Analytics (OBIEE) Dynamic Data Visualization (Tableau, Oracle) Advanced Analytics ...- Authors: Alexandre Lemieux, Youyou Tao, Jordan Edwards
- Date: Feb 2020
- Competency: Strategic Insight and Integration
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk appetite; Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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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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Future Greeks Without Nested Stochastics – A Neural Network Approach
works on a portfolio of options. • We expected dynamic actuarial assumptions can be handled as well. ... requirement of data input. • Ability to explicitly dynamic hedge to statutory capital. • Cons • Reproducibility ...- Authors: Yu Feng FSA,MAAA (Yu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable 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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Session 2B: Building Portfolios for Retirement
Session 2B: Building Portfolios for Retirement Learn industry best practices including challenges ... realised volatility of the portfolio due to the dynamic strike methodology keeping the protection relevant ...- Date: Jul 2019
- Competency: Communication; External Forces & Industry Knowledge; Leadership; Professional Values; Relationship Management; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Pensions & Retirement; Environment
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Managed Strategies
terms in the marketplace Allocation based: dynamic allocation, multi-strategy, multi-asset, risk parity ... Most risk managed funds employ some form of dynamic allocation between risky and less risky assets ...- Authors: Marshall C Greenbaum
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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VA Guarantee Reinsurance Market Status
VA Guarantee Reinsurance Market Status Reinsurance has been available for VA Guarantees for over ... Correlation Hedge program – inherent risks Dynamic “buy high / sell low” – balance overtrading vs ...- Authors: Ari Linder
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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Regime-Switching Portfolio Replication
Generating a Volatility from the RSLN-2 Model Dynamic Unconditional Volatility σ = √ Var [Yt ] = √ ... observation. The regime will be one or the other; the dynamic volatility will generally not be equal to either ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Enterprise Risk Management for Health Actuaries
action-oriented process. It is creative; it is dynamic; and it is proactive. It requires a discipline ... sources of risk. And very importantly, risk is dynamic. It’s constantly changing. So it requires a good ...- Authors: John Stark, Rajeev Dutt, Kara Clark
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Adding Enterprise Risk Management to the Actuarial Career
Adding Enterprise Risk Management to the Actuarial Career The panel presents the evolution of enterprise ... million units is not a static quantity. It's a dynamic quantity. It not only depends on the yen, but ...- Authors: James C Brooks, Lloyd A Foster, Margaret Resce Milkint, Sanjay Srivastava
- Date: Oct 2004
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Qualifications; Enterprise Risk Management
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Integrated Risk Management
Integrated Risk Management In the past, risk management has not been an integrated process in insurance ... Investment strategy Pricing Product mix Dynamic hedging Reinsurance Hiring/training Customer ...- Authors: Francis Sabatini, Anthony Dardis, Michael D O'Connor
- Date: Sep 2004
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Risk Measurement and Management for Health Insurance
Risk Measurement and Management for Health Insurance Panelists discuss their practices and experiences ... that's what that points to. If have a changing dynamic, you have to price for it. MR. STARK: I have ...- Authors: Thomas Corcoran, James E Drennan, John Stark, Douglas Taylor, Scott Haglund
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Health & Disability>Disability insurance
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Risk Management Framework in a Life Insurance Company
Risk Management Framework in a Life Insurance Company This session from the 2003 SOA Orlando Meeting ... earnings at risk (EaR) reports, and an annual dynamic capital adequacy test (DCAT), which is disaster ...- Authors: James P Greaton, Max Rudolph, Ellen Cooper
- Date: Oct 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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The Actuary at Risk
The Actuary at Risk Panelists discuss recent events in the area of risk management and solvency ... — the dynamics of the capital markets and the dynamic of option valuations. What does it take to put ...- Authors: Stuart Wason, Neil McKay, Ramy Tadros, Grant Hardy
- Date: Oct 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Integrated Risk Management
summarize here is one that focuses on the impact of dynamic policyholder behavior on capital requirements ... (GMIB) situation. What you can see is that if dynamic lapses are ignored, there's no linkage. With the ...- Authors: Jack Gibson, Albert Zlogar
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Variable Annuity Riders: Pricing and Risk Considerations in Today's Market Environment
A new type of GMAB that has come out offers a dynamic asset allocation strategy. What I mean by this ... Capital markets techniques, static versus dynamic hedging—there are a lot of pros and cons to all ...- Authors: Ari Lindner, Timothy Hill, Robert Stone
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Integrated Risk Management
going to talk a little bit about one called system dynamic simulation, which is a best practice in this area ... informed that the first research proposal on the dynamic co-variance and correlations as a function of ...- Authors: Nancy Bennett, Alastair G Longley-Cook, Valentina A Isakina
- Date: Sep 2002
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession; Enterprise Risk Management
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Risk Management at the Corporate Level
on today, let alone in the future. It is not dynamic or set in stone. Mean variance correlation ... short-term horizon. The correlations tend not to be dynamic. You end up with these gargantuan matrixes that ...- Authors: Warren Loftis, Alastair G Longley-Cook, David Sandberg, Andrew M Erman, Steeve Jean
- Date: May 2002
- Competency: Strategic Insight and Integration>Management partnership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Understanding and Managing Life Insurance Risks
Understanding and Managing Life Insurance Risks Presented at May 2002 Spring Meeting. The ... Bob Fillingham to do some studies. He looked at dynamic-solvency testing and whether it could have predicted ...- Authors: A Hemphill, Clifford A Lange, Philip Velazquez
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Life Insurance
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Using Risk Management to Optimize Value
confidence in your dynamic lapse formula. Another comment I would make on dynamic lapses is that we ... to include new business and look at it from the dynamic financial analysis (DFA) side of things. Trending ...- Authors: Max Rudolph, Francis Sabatini
- Date: May 2002
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Understanding And Managing The Risks Underlying Guaranteed Benefits In Variable Annuities
talking about. Charles Gilbert will focus on dynamic hedging. David Braun will focus on natural hedging ... of my presentation is dynamic hedging. I’ll provide an overview of the dynamic hedging process, walk ...- Authors: Inger Harrington, Charles L Gilbert, David L Braun
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Derivatives in Insurance Products
gone away for a variety of reasons. Then there’s dynamic hedging. I talked a little bit about that. In ... the risk-free rate) There are all kinds of dynamic hedging techniques available. Showing some of the ...- Authors: Michael J Hambro, Larry Rubin
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Financial Engineering Versus Actuarial Science
primary author of Swiss Re’s firm asset model for dynamic financial analysis and led the development of Towers ... how you could replicate the security, sort of a dynamic hedging strategy for this new entity as a combination ...- Authors: Jack Gibson, Robert Musen, Application Administrator
- Date: Jun 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Alternative careers; Enterprise Risk Management; Finance & Investments
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Unified Valuation System Project
Unified Valuation System Project This session 112 PD of the Toronto Spring Meeting ... expectation does. Developing a Stochastic Model So for dynamic financial analysis, we need to construct a stochastic ...- Authors: Douglas A Eckley, Mark S Tenney, Thomas Grondin
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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The Impact of Policyholder Behavior on Variable Annuities
changes. Therefore, the parameters themselves are dynamic. The next question is, how do exchanges affect ... In terms of reinsurance, there’s an interesting dynamic in the reinsurance market. Reinsurers saw that ...- Authors: Marshall C Greenbaum, Kenneth Mungan, Ulrich Stengele
- Date: Jun 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Stochastic Risk Modeling in Banks Versus Insurers
Stochastic Risk Modeling in Banks Versus Insurers This session 15 PD of the Toronto Spring ... definition of “hedged as required” (which includes dynamic hedging strategies) they may hold reserves on a ...- Authors: Donna Claire, W Steven Prince, Murray John Taylor, George Turpie, Chak Raghunathan, Nico Meijer
- Date: Jun 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Low Probability/High Impact Events
asset/liability management, especially through dynamic hedging. He’s going to walk us through a variable ... in that it is a forward-looking process. It’s dynamic as opposed to static analysis, and it attempts ...- Authors: John F Gies, James McNicholas, John M O'Sullivan, Lance Berthiaume
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management
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Risk Management Behind Variable Annuities
risk management tools, focusing specifically on dynamic hedging and some of the specifics involved. Mr ... also reinsure these or you can try some static or dynamic hedging. We're starting to get into more risky ...- Authors: Lance Berthiaume, Ari Lindner, George Christopher
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Tools to Help Senior Management 'Manage' Risk
can look at things like reinsurance, static and dynamic hedging, and also the potential for offloading ... are different ways to do this. We took base and dynamic lapse and we're going to put it in with the interest ...- Authors: Max Rudolph, Francis Sabatini, Kenneth Mungan
- Date: Jun 2000
- Competency: Communication
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Insurance Company Failures of the Early 1990s - Have We Learned Anything?
Insurance Company Failures of the Early 1990s - Have We Learned Anything? From a session at the ... system is not a point- in-time measurement. It's dynamic. It asks for five-year projections on various ...- Authors: Murray Becker, Gene Eckstut, John F Gies, Kenneth W Hartwell, Victor Modugno, Keven W Maloney
- Date: May 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Public Policy
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Risk Management: A Comparison of the Banking and Insurance Industries
1). I've also seen a similar listing in the Dynamic Financial Condition Analysis (DFCA) Handbook ... particularly in Canada, dynamic solvency testing originally. The Dynamic Financial Condition Analysis ...- Authors: Jack Gibson, David Ingram, Jeffery Rabb, Neal T Oswald
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Management Uses for Cash-Flow Testing
Management Uses for Cash-Flow Testing In this session 94PD of the SOA Annual Meeting in New ... management=ALM;Asset modeling;Cash flow testing;Dynamic simulation models;Investment strategy;Risk-based ...- Authors: Glen Keller, Karen MacDonald, Francis Sabatini, John S Tillotson
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Risky Business: Covering Your Assets
Using key rate durations, which actually is a dynamic hedge tool, is not going to give you a permanent ... distribution approach scenario analysis. That includes dynamic financial analysis and evaluating risk analysis ...- Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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Dynamic Financial Condition Analysis Update
Dynamic Financial Condition Analysis Update In session 120IF of the Washington Annual Meeting panelists ... panelists discuss latest developments related to Dynamic Financial Condition Analysis. From the Record of ...- Authors: William J Bugg, Michael Eckman, Stephen Reddy, James Reiskytl, Craig Reynolds
- Date: Oct 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Practitioners' Forum I
issue is also related to the broader issue of dynamic financial solvency analysis. Such analysis is ... panel's view and the view of others as to the dynamic financial condition analysis (DFCA) work that the ...- Authors: Alastair G Longley-Cook, Michael E Mateja, Barry L Shemin
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Practitioners' Forum II
you do some of this. I 'm not an expert on the Dynamic Financial Condition Analysis Handbook, that the ... requirements going to be put on us as a profession? Dynamic solvency is something that has had a lot of discussion ...- Authors: Gerald A Lockwood, Robert A Lyle, S Michael McLaughlin, Stephen N Patzman
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Market Value Measures: Duration Analysis and Economic Surplus
Market Value Measures: Duration Analysis and Economic Surplus 1997 Valuation Actuary Symposium, ... volatility of rates, changes in base lapse rates or dynamic lapse behavior. This approach has been found ...- Authors: David N Becker, Cindy L Forbes, Frederick W Jackson, Douglas A George
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Establishing the M in ALM
think about it, is the only prospective and dynamic information system available to them. All the earnings ... to be retrospective, and they tend not to be dynamic. This becomes a platform where management can get ...- Authors: Francis Sabatini, Albert Sekac
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Management of Insurance Company Risk
spread pressure issue is obviously an important dynamic for any company doing this type of testing. For ... of time each year trying to understand how that dynamic has changed, and to look at different stress scenarios ...- Authors: David Carlson, Gerald A Lockwood, Alastair G Longley-Cook, H Shumrak, David W Morris, Kenneth S Roberts
- Date: Jun 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Strategic Management of Insurance Company Risk
Strategic Management of Insurance Company Risk Presented at October 1996 Annual Meeting. This ... progress for many years to come. It’s a very dynamic and constantly mutating topic that’s very difficult ...- Authors: Helen Galt, Craig R Raymond, C Nelson Strom, Mary Gottschalk
- Date: Oct 1996
- Competency: Strategic Insight and Integration>Management partnership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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State-of-the-Art Risk Management System and Application
State-of-the-Art Risk Management System and Application This session from the 1995 SOA Boston Meeting ... all the assumptions that go into the model as dynamic assumptions, including some kind of stochastic ...- Authors: Brian Trust, Douglas A George
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
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Panel: An Overview of the Status of the Valuation Actuary The Change in the Valuation Law to Establish a Meaningful Role for the Actuary
Panel: An Overview of the Status of the Valuation Actuary The Change in the Valuation Law to Establish ... statutory interest rates that are defined by the Dynamic Valuation Law (DVL). 65 1990 SYMPOSIUM FOR ...- Authors: Harold G Ingraham, Michael E Mateja, Walter Rugland
- Date: Sep 1990
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Analyzing The Assets For Asset/Liability Management Purposes
Analyzing The Assets For Asset/Liability Management Purposes This session discussion is about ... 5-year callable bonds. Then there is the famous dynamic strategy, similar to what I described here. You ...- Authors: Joseph J Buff, Sheldon Epstein, Gregory D Jacobs
- Date: May 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management
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Methods For Determining And Adjusting Contingency Benchmark Surplus
value. From 1985-1987 the factors were made more dynamic by adjusting for differing degrees of asset/liability ... experience develops. Making the target formula dynamic by periodically measuring risk levels with stochastic ...- Authors: Joseph J Buff, David L Creswell, Gregory D Jacobs, Gerald A Lockwood, Michael L Zurcher, Eric A Broedel
- Date: May 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Management Of Assets In Relations To Liabilities
Department's effort to give recognition to the dynamic needs of the industry to recognize current interest ... and the NAIC Technical Advisory Committee on Dynamic Interest and Related Matters in its advice to the ...- Authors: James A Attwood, Paul F Kolkman, Daniel J McCarthy, Terrence M Owens
- Date: Oct 1982
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Financial Reporting & Accounting