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Managing Investment Risks of Insurance Contractual Designs
one party to another. An example would be the dynamic hedging of variable annuity contracts with a guaranteed ... its reinsurer. Here we consider the effect of dynamic hedging. The following numerical example is based ...- Authors: Runhuan Feng
- Date: May 2021
- Topics: Experience Studies & Data; Finance & Investments; Finance & Investments>Investments
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Value Investing and Enterprise Risk Management: Two Sides of the Same Coin
was moved forward by casualty actuaries taking Dynamic Financial Analysis to the next level, along with ... ambiguous. It recognizes the interplay between dynamic external influences and human behavior. This last ...- Authors: Max Rudolph
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Value Investing and Enterprise Risk Management: Two Sides of the Same Coin
was moved forward by casualty actuaries taking Dynamic Financial Analysis to the next level, along with ... ambiguous. It recognizes the interplay between dynamic external influences and human behavior. This last ...- Authors: Max Rudolph
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Back Testing of Investment Performance by Asset Class
1974-2010). In this model, the only variable that is dynamic is the asset allocation. For this model, we use ... and Nyhart Page 19 Discussion of results from dynamic allocation: Another issue a pension manager faces ...- Authors: Maneesh K Sharma, Thomas Totten, John F Cierzniak
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Investments
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Nonparallel Yield Curve Shifts and Convexity
price to A(0)? (4) All arguments ignore the time dynamic: What is the relationship be- tween Ai and At ... classical models, "[a]ll arguments ignore the time dynamic." This is one of his reasons for introducing a ...- Authors: Robert Reitano
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments