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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 ...

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    • 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
  • Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits
    Total 73,129,000 1000 Policyholder Behaviors Dynamic policyholder behavior assumption such as lapse ... movements. A more sophisticated (and more costly) dynamic hedging program will seek to mitigate volatility ...

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    • Authors: Feng Sun
    • Date: Oct 2006
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Actuarial Practice Forum
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models
  • Unified Valuation System Update
    viability report. In the past, it might be called a Dynamic Financial Condition Analysis (DFCA) analysis. ... would have to do if they were going to implement a dynamic financial analysis (DFA)-type approach to financial ...

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    • Authors: David C Jesionowski, David Sandberg, Donna C Novak, Sam H Dillard
    • Date: Jun 2000
    • Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Dynamic simulation models; Public Policy
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