1
-
4
of
4
results (0.45 seconds)
Sort By:
-
Representative Scenarios Method (RSM) Part 2-Field Testing the RSM
interest KRD reflects the impact of both dynamic lapse and dynamic GLIB utilization in response to interest ... desirable to separate out the impact of dynamic lapse and dynamic GLIB utilization from the in- terest KRD ...- Authors: Mark Birdsall, Stephen Strommen
- Date: Mar 2016
- Competency: Leadership>Influence; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Small Talk
- Topics: Annuities>Reserves - Annuities; Enterprise Risk Management>Risk measurement - ERM; Life Insurance>Reserves - Life Insurance
-
Small Talk
interest KRD reflects the impact of both dynamic lapse and dynamic GLIB utilization in response to interest ... desirable to separate out the impact of dynamic lapse and dynamic GLIB utilization from the in- terest KRD ...- Authors: Society of Actuaries
- Date: Mar 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance; External Forces & Industry Knowledge>Internal forces and business performance; Leadership>Influence; Leadership>Professional network leverage; Leadership>Thought leadership; Relationship Management>Relationships and trust; Relationship Management>Staff management and motivation; Relationship Management>Team leadership; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Small Talk
- Topics: Actuarial Profession>Best practices; Actuarial Profession>Professional development; Annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Life Insurance>Reserves - Life Insurance; Public Policy
-
Down But Not Out: A Cost of Capital Approach to Fair Value Risk Margins
experience differs from the best estimate) and iii) a dynamic margin for parameter risk (the risk that the ... of a dynamic loading which arises naturally out of the dual approach. Static and dynamic loadings ...- Authors: B John Manistre
- Date: Sep 2014
- Competency: Leadership>Thought leadership
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Capital markets; Enterprise Risk Management>Risk measurement - ERM
-
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 ...- 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