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  • ndividual Annuity Sales and Product Trends
    rise of GMDBs The GLWB arms race The era of dynamic asset allocation Years 2002 through 2007 were ... away from equities and the use of dynamic asset allocation. Dynamic asset allocation comprises the use ...

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    • Authors: Simpa Baiye
    • Date: Feb 2016
    • Competency: External Forces & Industry Knowledge; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development
    • Publication Name: Product Matters!
    • Topics: Annuities>Equity-indexed annuities; Annuities>Individual annuities; Annuities>Marketing and distribution - Annuities; Annuities>Variable annuities; Economics>Macroeconomics
  • Target Volatility Fund: An Effective Risk Management Tool for VA?
    Heston Model In the Heston model, the equity return dynamic is described by the following stochastic differential ... potential. SVJD is therefore used widely in study- ing dynamic asset allocation for long-term investors. Due ...

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    • Authors: Yuhong Xue
    • Date: Oct 2012
    • Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Product Matters!
    • Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital markets; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset allocation; Life Insurance>Investment strategy - Life Insurance; Modeling & Statistical Methods>Scenario generation
  • 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
  • Will Sales Of a De-Risked VA Product Improve Reserve and Required Capital Positions under Principle-Based Approaches?
    charge period for B and L share respec- tively. A dynamic lapse formula is acting to reduce the base lapse ... Utilization of the GMIB benefits is also assumed to be dynamic based on in-the-moneyness of the guarantee. There ...

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    • Authors: Yuhong Xue
    • Date: Feb 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Product Matters!
    • Topics: Annuities>Capital - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities
  • Recent Developments in the Annuity World
    The annuity marketplace continues tooperate in a dynamic environmentthat is impacted by demographic, strategic ... manage- ment approach for GLBs from reinsurance to dynamic hedging. Most of the top 20 variable annuity carriers ...

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    • Authors: Timothy Pfeifer
    • Date: Jul 2004
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Product Matters!
    • Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Payout annuities; Annuities>Variable annuities
  • Canadian Corner: Part I. Segregated Funds—“No Loss” Proposition
    Canadian Corner: Part I. Segregated Funds—“No Loss” Proposition This article briefly describes the ... For example, using the Black-Scholes- Merton dynamic or the Wilkie model can yield similar results, ...

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    • Authors: Boris Brizeli
    • Date: Jun 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Product Matters!
    • Topics: Annuities>Variable annuities
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