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  • The Growing Demand for More Robust Economic Scenario Generators
    The Growing Demand for More Robust Economic Scenario Generators Reviews basic desirable ... contracts, managing derivatives hedging programs and dynamic asset allocation strategies, and calculating capital ...

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    • Authors: Ken Griffin, Hal Warren Pedersen
    • Date: Aug 2016
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Asset liability management
  • 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
  • Enterprise Risk Management:One size does not fit all
    needs of a growing company, particularly in a dynamic financial and regulatory environment. By analyzing ... needs of a growing company, particularly in a dynamic financial and regulatory environment.

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    • Authors: Mark W Whitford
    • Date: Jan 2013
    • Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Health Watch
    • Topics: Annuities>Investment strategy - Annuities; Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Investments
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