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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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Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance
Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance Insurance ...- Authors: Larry Zhao, Oksana Cherniavsky, Aymeric Kalife
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge>External forces and business performance; Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Derivatives; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Hedging and Other Mitigation Techniques
other items that we need to think about include dynamic lapse and mortality. In the case of a living benefit ... We're faced with C-3 Phase II. We want to put our dynamic- rebalancing strategies into our capital calculations ...- Authors: Andrew D Rallis, Ellen Cooper, Kenneth Mungan
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Interest Scenarios
It does not actually attempt to emulate the dynamic of interest-rate term structure. An arbitrage-free ... the Heath & Jarrow & Morton Model describes the dynamic of the forward rate. All three models are classical ...- Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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Innovative Investment Vehicles: Modeling Considerations
Innovative Investment Vehicles: Modeling Considerations From a session at the 2000 Valuation ... our group. Another piece of evidence of the dynamic nature of these markets is that equity participation ...- Authors: Catherine Ehrlich, Frederick W Jackson, William Zehner, David J Merkel
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments
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Investment Strategy Formulation and Implementation
impor- tant if you want to take into account the dynamic flows back and forth between general and separate ... Distribution VII. Sensitivity Testing A. Dynamic Feedback Information B. Change Assumptions ...- Authors: Dennis Carr, Frederick W Jackson, Harry R Miller, Albert Sekac, Michael Hughes, Andrew S Chow
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Designing and Adjusting an Investment Strategy: Real Life Example
call that process KRD optimization. We use a dynamic process of reevaluating the KRD match as the yield ... time elapses. Most investment departments like dynamic processes and understand portfolios of real assets ...- Authors: Bryan Boudreau, Mark C Abbott
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Recent NAIC Developments Related to MSVR and Risk-Based Capital and Their Impact on Investment Strategies
Recent NAIC Developments Related to MSVR and Risk-Based Capital and Their Impact on Investment ... insurance com- pany that was somewhat higher, and more dynamic than the current requirements. Once its state ...- Authors: Paul F Kolkman, Edwin Reoliquio Raquel, Joseph H Tan, William D Ward, Alfred Weinberger
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Public Policy
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Cash-Flow Testing for Product Actuaries
spread to an envisioned liability with certain dynamic features. The question that needs to be answered ... generated yield curves. The models simulate the dynamic cash flow behavior and values of financial vehicles ...- Authors: David N Becker, Application Administrator, Donna Claire, Martin Klein, Anne Katcher
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Finance & Investments>Investment strategy - Finance & Investments; Public Policy
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Selecting an Investment Strategy
Selecting an Investment Strategy This presentation is a concurrent session from the 1991 ... about what's involved there. Let me introduce our dynamic speakers. I'm going to be the first dynamite speaker ...- Authors: Frank J Alpert, Robert LaLonde, Steven W Guyer
- Date: May 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Selecting an Investment Strategy
or other interest-sensitivecash flows. For a dynamic model such as this, it is important, although perhapsdifficult ... assumed to occur at a rate of 10% per year. No dynamic lapses are assumed because the crediting strategy ...- Authors: Martin Klein, Robert LaLonde, Andrew M Jarmel
- Date: Apr 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Investment Strategy for Life Insurance Products
cash flow scenario projections is to model the dynamic relation- ships between asset and liability cash ... Missouri). Our investment process is an extremely dynamic one. The amount of money under management at Capital ...- Authors: Joseph J Buff, Sheldon Epstein, Mark Griffin, Eric S Werner
- Date: May 1988
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Pricing And Investment Philosophy For Interest-Sensitive Products
Pricing And Investment Philosophy For Interest-Sensitive Products Presented at May 1986 ... modeling cash flows and so on. If you can develop a dynamic process that will model the behavior of securities ...- Authors: Martin Klein, Arthur L Rebell, Michael Reilly, Martin Ruby, Dale B Wolf
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Investment strategy - Finance & Investments; Life Insurance>Pricing - Life Insurance
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Role Of The Actuary In Defining Investment Policy And Strategy
Role Of The Actuary In Defining Investment Policy And Strategy Presented at May 1985 Spring Meeting. ... that the concept of portfolio management as a dynamic and flexible process is extremely important for ...- Authors: David William Cook, Matthew Easley, John L Maginn, Christopher Perrin, Richard M Stenson
- Date: May 1985
- Competency: Strategic Insight and Integration>Management partnership; Strategic Insight and Integration>Strategy development
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Testing for How Much Surplus a Company Needs to Cover the Risk it Accepts
a synthet ic option approach of an ongoing dynamic duration match? The next step is building an ... either extreme. The position can be made even more dynamic, but it is always keyed off of where you end ...- Authors: Stanley B Tulin
- Date: Jan 1985
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments
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Investment Strategy For Individual Life Insurance
financial strategy converts static projections to dynamic projections implies that the strategies governing ... things are applied to make the static projection a dynamic projection. The static model is brought forward ...- Authors: Barry T Allen, Arnold Dicke, Christine A M Straate, James Reiskytl, James A Tilley
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Investment Policies of Life Insurance Companies
other is the NAIC Technical Advisory Co_ttee on Dynamic Interest Rates. Both of these committees are involved ... valuation law is under scrutiny for being put into a dynamic mode. There is no structure in the law to allow ...- Authors: Ronald A Karp, Malcolm R Reynolds, James A Tilley, Gary Rolle
- Date: Jun 1980
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Digest of Discussion at Concurrent Sessions
Digest of Discussion at Concurrent Sessions Digests of following discussions: 1. Mutual life ... mutual is so different that one must scrap all the dynamic notions involved in a successful stock company ...- Authors: Society of Actuaries
- Date: Nov 1971
- Competency: External Forces & Industry Knowledge>External forces and business performance; Relationship Management>Staff management and motivation; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Management partnership; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Management skills; Economics>Behavioral economics; Economics>Financial markets; Enterprise Risk Management>Governance; Finance & Investments>Investment strategy - Finance & Investments; Financial Reporting & Accounting; Health & Disability; Life Insurance>Underwriting - Life Insurance; Pensions & Retirement