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The Far East: Stepping Up
The Far East: Stepping Up This article delves into the challenges and opportunities of the ... complex rules around valuation interest rates and dynamic solvency testing. In China, a new solvency frame- ...- Authors: Frederick Yiu Fai Ngan, Eric Alan Forgy, Michael Kwan Yu Chan
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments
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The Volatility Regime
The Volatility Regime This article provides background on managed target volatility funds ... than $5 billion. For example, the Barclays U.S. Dynamic Balance II Index, which has been a crediting strategy ...- Authors: Marie-Laure Chandumont
- Date: Feb 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Annuities>Guaranteed living benefits; Annuities>Product development - Annuities; Annuities>Variable annuities
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Hedge Your Bets
Hedge Your Bets Insurance companies use derivatives to manage and mitigate risks that are inherent ... including traditional asset/liability matching, dynamic hedging and static hedging. The authors explore ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Derivatives
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The Actuary February/March 2016
complex rules around valuation interest rates and dynamic solvency testing. In China, a new solvency frame- ... asset/liability matching to mitigate interest rate risk, to dynamic hedging that targets multiple risk factors associated ...- Authors: Society of Actuaries
- Date: Feb 2016
- Competency: Communication; Leadership; Leadership>Mentoring; Professional Values; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession>Academic partnerships; Actuarial Profession>Alternative careers; Actuarial Profession>Best practices; Actuarial Profession>Code of Conduct; Actuarial Profession>Competencies; Actuarial Profession>Entrepreneurism; Actuarial Profession>Ethics; Actuarial Profession>Management skills; Actuarial Profession>Qualifications; Actuarial Profession>Professional associations; Actuarial Profession>Professional development; Actuarial Profession>Standards of practice; Actuarial Profession>Traditional careers; Public Policy
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The Actuary Magazine - April/May 2011
The Actuary Magazine - April/May 2011 April/May 2011 Volume 8 Number 2 Bi-Monthly membership ... everything that has been done. e-Learning is such a dynamic process and there is so much to be proud of.- Authors: Meg Weber
- Date: Apr 2011
- Publication Name: The Actuary Magazine
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The Actuary
assumption for underlying assets in the context of a “dynamic” version of Gerber-Shiu’s option-pricing model ... “On Pricing Derivatives under GARCH Models: A Dynamic Gerber-Shiu’s Approach.” The model proposed is ...- Authors: Christian J DesRochers, Mark E Litow, Patrick J Dunks, Loretta Jacobs, Eric P Goetsch, Scott Weltz
- Date: Jun 2004
- Publication Name: The Actuary Magazine
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The Actuary
As relates to EBITDA, the approach is far more dynamic than traditional EBITDA ratios, e.g., EBITDA/enterprise ... exception is the actuary who faces the highly dynamic problem of managing investment risk in the context ...- Authors: Morris Fishman, Randall Alexander Kaye, James Ramenda, Narayan S Shankar, Sarah J Sanford, Valentina A Isakina
- Date: May 2004
- Publication Name: The Actuary Magazine
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The Actuary
amortizes the unamor- tized surrender charges, using dynamic lapse rates based on how much the contract is “in-the-money ... along in your career if you are seen as a sharp, dynamic, independent thinking follower who works along ...- Authors: Michael Kaster, Max Rudolph, Thomas More Zavist, Alan Parikh, Jon Exley
- Date: Apr 2004
- Publication Name: The Actuary Magazine
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The Actuary
The Actuary Full version of The Actuary Newsletter Volume 38, Number 3 - March 2004 27194 3/1/2004 ... the “we” they refer to goes well beyond their dynamic duo. “We went out of our way to find a team of ...- Authors: Application Administrator, Michael Kaster, Hubert B Mueller, Cori Uccello, Michael K Daly, Valentina A Isakina, Jacque Kirkwood
- Date: Mar 2004
- Publication Name: The Actuary Magazine
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The Actuary
The Actuary Full version of The Actuary Newsletter Volume 38, Number 1 - January 2004 27191 1/1/2004 ... as follows: • Enterprise Risk Management and Dynamic Financial Analysis • Health and Managed Care ...- Authors: Steven Abbs, A Norman Crowder, Dawn E Helwig, James O'Connor, Neil A Parmenter, John W Phelan, James Stoltzfus, Loretta Jacobs
- Date: Jan 2004
- Publication Name: The Actuary Magazine
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The Actuary
The Actuary Full version of The Actuary Year In Review Newsletter Volume 37, Number 10 - December ... Pitts, the group’s volunteer Web coordinator, this dynamic task force of over 200 volunteers developed its ...- Authors: Application Administrator, Harry H Panjer, Jacque Kirkwood
- Date: Dec 2003
- Publication Name: The Actuary Magazine
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The Actuary
other projects such as Embedded Value (EV) and Dynamic Capital Adequacy Testing (DCAT), it was necessary ... • probabilistic measure of risk and exposure Dynamic Capital Adequacy Testing 4 + scenarios 5 years ...- Authors: Application Administrator, Ian G Duncan, Robert Berendsen, Ronald Harasym, Vinaya Sharma, Eric Berg, Kevin Matthew Chong
- Date: Nov 2003
- Publication Name: The Actuary Magazine
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The Actuary
The Actuary Full version of The Actuary Newsletter Volume 37, Number 8 - October 2003 27187 10/1/2003 ... of discretely monitored dynamic fund protections in “Pricing Discrete Dynamic Fund Protections.” Two ...- Authors: L Giles, Jeremy Gold, Harry H Panjer, Brian C Donohue, Alan Parikh
- Date: Oct 2003
- Publication Name: The Actuary Magazine
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The Actuary
The Actuary Full version of The Actuary Newsletter Volume 37, Number 7 - September 2003 ... value calculations, daily annuity pricing changes, dynamic capital adequacy testing, asset-liability matching ...- Authors: Christian J DesRochers, J Bruce MacDonald, Harry H Panjer, W Steven Prince, Teresa Winer, Mark van Zanden, R. Dale Hall, VALERIE MARGARET LOPEZ, Megan Potter
- Date: Sep 2003
- Publication Name: The Actuary Magazine
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The Actuary
The Actuary Full version of The Actuary Newsletter Volume 37, Number 6 - June 2003 27182 6/1/2003 ... and DFCA as ALM, ERM Tools Dynamic financial analysis (DFA) and dynamic financial condition analysis ...- Authors: Gregory Gurlik, David Ingram, Gary Lange, Michael F Magsig, Harry H Panjer, Godfrey Perrott, Charles M Waldron
- Date: Jun 2003
- Publication Name: The Actuary Magazine
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The Actuary
history. • A candid discussion of the state of dynamic financial analysis (DFA) modeling today, both ... to be specific topics for the practitioner of dynamic financial analysis. Enterprise Risk Management ...- Authors: Application Administrator, Judy Feldman Anderson, Morris Fishman, Carl Harris, Harry H Panjer, Robert Shapiro, Sarah J Sanford, Robert Wilcox
- Date: May 2003
- Publication Name: The Actuary Magazine
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The Actuary
DAC be “evaluated regularly” and unlocked on a dynamic basis. Because of the tremendous volatility in ... challenges facing their companies in light of today’s dynamic health care environment. Among the important issues ...- Authors: Harry H Panjer, Godfrey Perrott, Robert B Thomas, Gordon John Latter, Kara Clark, Robert Stone, Meredith Lego
- Date: Jan 2003
- Publication Name: The Actuary Magazine
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The Actuary
actuaries with practical RBC tools on the subject of dynamic covariance and correlations (covariance and correlations ... “Investing for Retirement: Optimal Capital Growth and Dynamic Asset Allocation,” published in the North American ...- Authors: Robert Brown, Bruce Pyenson, Craig Kalman, Pang Hsiang Chye, John Riley, Megan Potter, Meredith Lego
- Date: Nov 2002
- Publication Name: The Actuary Magazine
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The Actuary
Risk-Based Capital (RBC) in the United States and Dynamic Capital Adequacy Testing (DCAT) in Canada, which ... dents felt that the SOA should promote a more dynamic image of the actuarial profession and help the ...- Authors: Charles C McLeod, Robert Shapiro, Johnny C K Wong, Thomas P Laine, John Riley, Megan Potter, Meredith Lego, Nick Taket
- Date: Oct 2002
- Publication Name: The Actuary Magazine
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The Actuary
Dr. Hugo Benítez-Silva’s research focuses on dynamic models of retirement behavior, annuity decisions ... paucity of distributional estimates. They use a dynamic microsimulation model to estimate the distributional ...- Authors: Kenneth Hohman, Michael Kaster, Gary Lange, Anna M Rappaport, Jeffrey A Mohrenweiser, Alan Parikh, Gary Burtless, John Riley, Melissa Favreault
- Date: Sep 2002
- Publication Name: The Actuary Magazine
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The Actuary
The Actuary Full version of The Actuary Newsletter Volume 35, Number 6 - September 2001 27169 ... over several generations. That may become a major dynamic of the 21st century. Rappaport—Can we expect to ...- Authors: Debra Liebeskind, Anna M Rappaport, Stuart Wason, Kara Clark, Cheryl Enderlein, Linda Heacox
- Date: Sep 2001
- Publication Name: The Actuary Magazine
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The Actuary, Vol.35, No.4, April 2001 Issue
The Actuary, Vol.35, No.4, April 2001 Issue Full version of The Actuary Newsletter Volume 35, ... the industry will continue to experience a very dynamic, opportunity– filled, and threatening environment ...- Authors: Judy Feldman Anderson, Patricia Guinn, Richard F Murphy, Neil A Parmenter, Godfrey Perrott, Rodney R Rohda, Catherine Shires, Donna Steigerwald
- Date: Apr 2001
- Publication Name: The Actuary Magazine
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The Actuary
The Actuary Full version of The Actuary Newsletter Volume 35, Number 3 - March 2001 27166 3/1/2001 ... of the professions’ ability to thrive in this dynamic environment is the outlook of new entrants to the ...- Authors: Michael Braunstein, Robert Brown, R Thomas Herget, Anna M Rappaport, Jeffrey Allen, Sarah J Sanford, Cheryl Enderlein, Linda Heacox
- Date: Mar 2001
- Publication Name: The Actuary Magazine
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The Actuary, Vol.35, No.2, February 2001
The Actuary, Vol.35, No.2, February 2001 Full version of The Actuary Newsletter Volume ... assessment of long-term risks, modeling of complex dynamic populations, pric- ing risk transfer, and estimating ...- Authors: Anna M Rappaport, Craig Kalman, Bruce Stahl, Michelle Smith, David M Knox
- Date: Feb 2001
- Publication Name: The Actuary Magazine
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The Actuary, 1998-99 Year in Review
services industry. Actuaries would become more dynamic, and our membership would grow substantially. The ... “Investing for Retirement: Optimal Capital Growth and Dynamic Asset Allocation,” which will be pub- lished in ...- Authors: Application Administrator, Douglas Doll
- Date: Dec 1999
- Publication Name: The Actuary Magazine
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The Actuary
The Actuary Full version of The Actuary Newsletter Volume 33, Number 1 - January 1998 ... profession 5. To create and maintain a flexible and dynamic educational system 6. To address issues associated ...- Authors: Robert Brown, Bernard Dussault, Robert McKay, Anna M Rappaport, Jacqueline Bitowt
- Date: Jan 1999
- Publication Name: The Actuary Magazine
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The Actuary
Inventory and the Myers Briggs Type Indicator are dynamic tools that provide a framework for personal and ... composite profile of personality preferences. It is a dynamic developmental tool to help increase self awareness ...- Authors: James C Hickman, Robert McKay, Anna M Rappaport, Dean L Taylor, Mary C Patrick, Jacqueline Bitowt
- Date: Feb 1997
- Publication Name: The Actuary Magazine
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The Actuary
their consequences, these approaches are often dynamic. Periodic evaluations of emerging experience and ... This realization will result in the use of more dynamic models and follow what the Australian actuaries ...- Authors: William Carroll, Sam Gutterman, Application Administrator
- Date: Dec 1996
- Publication Name: The Actuary Magazine
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The Actuary
poli- cies in fbrce between 1984-1991. The Dynamic Financial Condition Analysis Handbook was developed ... and June 30, 1995. The paper is in Vol. 46. Dynamic Model of a Reinsurance Market," published in the ...- Authors: Barnet N Berin, William Carroll, Application Administrator
- Date: Dec 1995
- Publication Name: The Actuary Magazine