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Weighted Fund Style Analysis of Variable Annuity
investigated the style rotating funds using a dynamic state space factor model and a holding based approach ... Laurent, Coen, Alain and Hubner, Georges, 2010. Dynamic Hedge Fund Style Analysis with Errors in Variables ...- Authors: Guangwei Fan, Yuanjin Liu, Qichun Xu, Thomas Green, Kris Nilsson, Ethan Edens
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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An out-of-sample analysis of investment guarantees for equity-linked products: Lessons from the financial crisis of the late-2000s
An out-of-sample analysis of investment guarantees for equity-linked products: Lessons from the financial ... left-tail analysis was presented as well as a dynamic hedging approach. From Actuarial Research ...- Authors: Mathieu Boudreault, Maciej Augustyniak
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Variable annuities; Finance & Investments
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Policyholder Behavior in the Tail: Variable Annuity Guaranteed Benefits - 2011 Survey Results
on Page 25) • Nearly 60% of respondents use dynamic lapses for death benefits. (Figure 17 on Page ... Page 18) • Over 80% of respondents use dynamic lapses for living benefits. Nearly all of those described ...- Authors: Clifford Angstman, Peter Bondy, Stephen Hodges, James Reiskytl, Richard Tucker, Josh Windsor
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Variable annuities
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Policyholder Behavior in the Tail Risk Management Section Working Group Variable Annuity Guaranteed Benefits 2010 Survey Results
55% last year. Fewer insurers reported using dynamic utilization for income benefits and withdrawal ... respondents use dynamic lapses for death benefits. Over 80% of respondents use dynamic lapses for living ...- Authors: Society of Actuaries
- Date: Dec 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
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Policyholder Behavior in the Tail Risk Management Section Working Group Variable Annuity Guaranteed Benefits 2009 Survey Results
• The vast majority of insurers (90%) use dynamic lapses for living benefits; however, only 15% of ... out-of-the-money. • About 65% of insurers do not use dynamic lapses for death benefits. This is down slightly ...- Authors: Society of Actuaries
- Date: Jan 2009
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Policyholder behavior - Annuities; Annuities>Variable annuities
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Policyholder Behavior in the Tail Risk Management Working Group - Variable Annuity Guaranteed Benefits Survey Results
out of 22) assume dynamic lapse behavior for GMDBs • Of those that do use dynamic lapses all four use ... Living Benefit Lapses 83% (15 out of 18) assume dynamic lapse behavior for living benefits • Of the 14 ...- Authors: Society of Actuaries
- Date: Dec 2005
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Variable annuities
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Equity-Oriented Products
Equity-Oriented Products This is a discussion about equity-oriented product and mutual fund operations. ... the Equitable. MR. WILDE: Our product is so dynamic that we expect to do more than 90 per cent in ...- Authors: William C Brown, John J Byrne, Ardian Gill, Donald S Grubbs, Harold G Ingraham, John T Longmoore, John Macarchuk, G Mitchell, John M Sutherland, Harry Walker, Charles B Baughman, Peter R Wilde, Leslie A Cannon, Robert N Powell
- Date: Apr 1969
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Annuities>Variable annuities