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Session 027: Managing Risk for Underfunded Pension Plan
Session 027: Managing Risk for Underfunded Pension Plan Legislative changes and the economic ... understand and manage pension risk and volatility. Dynamic asset allocation glidepaths reduce risk as plans ...- Authors: Kathleen Brolly, Christopher Wittemann, Chad Keuneke
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management
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Lessons Learned – A Risk Perspective
benefit value. • Natural hedge instruments. • Dynamic hedging is highly effective. GLWB • Equity-contingent ... hedge instruments. • Convexity and cross limit dynamic hedge effectiveness. Lesson 3 Complex products ...- Authors: Daniel D Heyer
- Date: Nov 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; Pensions & Retirement>Risk management
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Policyholder Behavior Experience Data and Modeling
interactions with capital markets risks • Complex and dynamic data • Data sparsity, especially at the company ... channels, option values, rationality, static vs dynamic Required sensitivity testing, with margins inversely ...- Authors: Timothy S Paris
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Capital - Annuities; Annuities>Fixed annuities; Annuities>Individual annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management; Annuities>Deferred annuities
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Optimal Investment Strategies and Intergenerational Risk Sha
Optimal Investment Strategies and Intergenerational Risk Sha This presentation considers a ... optimization problem Fund dynamics The pension fund dynamic can be described as{ dX (t) = pi(t)dS1(t)S1(t) ...- Authors: Barbara Sanders, Suxin Wang, Yi Lu
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management
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Efficient VA Hedging Instruments for Target Volatility Portfolios
equity scenarios (“equal crash protection”) Dynamic Adjustment: Compare TV put to scaled vanilla put ... Volatility Puts vs. Vanillas SPXT10UT 6m 95%; Dynamic Adjustment Average Price and Payoff by Trade ...- Authors: Society of Actuaries, Jon Spiegel
- Date: Nov 2016
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance
A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance The ... will be presented. Pricing issues, along with dynamic hedging, as well as projections of MSC into the ...- Authors: Pawel Konieczny
- Date: Nov 2016
- 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; Pensions & Retirement>Risk management
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Addressing the Financial Risks of Retirement Systems: Actuary's Role in Managing Risk, and How that Fits in Our Standards of Practice
Addressing the Financial Risks of Retirement Systems: Actuary's Role in Managing ... all of those environments, which is an important dynamic in the way the standards are currently structured ...- Authors: Edward E Burrows, Daniel G Laline, Gordon Enderle, Stephen Butterfield
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Pensions & Retirement>Risk management
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Addressing the Financial Risks from Retirement Systems Seminar: How Consideration of Risk May Change Plan Sponsor Strategies
Addressing the Financial Risks from Retirement Systems Seminar: How Consideration of Risk ... have dramatically changed. Continuing, a new dynamic labor industry is churning. We talked about government's ...- Authors: Malcolm P Hamilton, Kenneth Kent, Michael Peskin, Mark Ruloff, Matthew Sloan, Sean F McShea
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Global Perspectives>Geopolitical risks; Pensions & Retirement>Risk management
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Addressing the Financial Risks from Retirement Systems Seminar: Changing Our Focus: Consulting About Risk
talking about, the price would change the whole dynamic of the enterprise, so, in the examples we’ve been ... 50–100 percent. That’s just a whole different dynamic, which Addressing the Financial Risks from ...- Authors: William Gulliver, Ethan Kra, Thomas Terry, Daniel Cassidy
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Management skills; Pensions & Retirement>Risk management
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Managing Employer Risk in Defined Contribution Plans
Managing Employer Risk in Defined Contribution Plans This session reviews the various significant ... set-it-and-forget-it approach. Some of those are dynamic, meaning that it's a conservative, it's a balance ...- Authors: C. Genno, Michael Methlie, Jeff Miller
- Date: Jun 2002
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Plan design; Pensions & Retirement>Risk management