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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
  • On the Importance of Hedging Dynamic Lapses in Variable Annuities
    On the Importance of Hedging Dynamic Lapses in Variable Annuities Decomposes guaranteed minimum maturity ... GARCH model. Performs sensitivity analysis on dynamic lapse assumption. asset liability management=ALM; ...

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    • Date: Aug 2015
    • Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Finance & Investments>Asset liability management