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  • GPUs: How We Went From Zombie Blood Splatter To Financial Projections
    GPUs: How We Went From Zombie Blood Splatter To Financial Projections GPUs are structured differently ... and features, multiple fee structures along with dynamic customer behavior models. Each contract carries ...
    • Authors: Chris Stiefeling
    • Date: Oct 2013
    • Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: CompAct
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Computer science; Technology & Applications>Software
  • Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling
    Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling Discusses the interactions ... interactions between dynamic lapses and interest rates in stochastic modeling for variable annuities. Discount ...

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    • Authors: Yuhong Xue
    • Date: Jun 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Product Matters!
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
  • Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits,
    reasonableness of various assumptions including dynamic customer behavior. This is particularly important ... Realistically an insurer should expect some dynamic behavior where annuitization rates will be higher ...

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    • Authors: Mark Evans, Application Administrator
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Actuarial Practice Forum
    • Topics: Annuities>Variable annuities; Economics>Financial economics; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
  • Hedging Variable Annuity Guarantees: A Practical Discussion
    issues you have to deal with. Are you going to do dynamic hedging or static hedging? The breadth of hedge ... probably not the right answer. Nor is a completely dynamic hedging strategy that is only hedging the immediate ...

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    • Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
  • Risk-Based Capital Requirements on Variable Annuities with Guarantees
    vis-à-vis the performance of the funds so that you get dynamic lapses, withdrawals, transfers, etc. You want ... value of the GMIB at election. I've also assumed a dynamic model for annuitization (election of the GMIB) ...

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    • Authors: Jeffrey A Leitz, Geoffrey Hancock, Dominique Lebel
    • Date: Oct 2003
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
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