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Understanding the Riskiness Of A GLWB Rider For FIAs
Understanding the Riskiness Of A GLWB Rider For FIAs The article explores impact of resetting ... annuities;Modeling efficiency;Stochastic models;Dynamic simulation models;Asset modeling;Assumptions;Monte ...- Authors: Pawel Konieczny, Jae Jung
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM
processes with non-stationary increments and dynamic corre- lation models, with the goal to understand ... as suddenly as it appeared, and miss- ing this dynamic would lead to bad hedging strategies. Identifying ...- Authors: Stephane Loisel
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systematic risk; Modeling & Statistical Methods>Dynamic simulation models
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Dynamic Risk Modeling
Dynamic Risk Modeling This article discusses the pending book entitled 'Dynamic Risk Modeling Handbook ...- Authors: James Rech
- Date: Mar 2006
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Finance & Investments; Modeling & Statistical Methods>Dynamic simulation models