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Disability Reinsurance Seminar, Part 1
Disability Reinsurance Seminar, Part 1 Panelists discuss keys to successful disability reinsurance ... everyone is in sync. Training should be more dynamic than just at the beginning of a deal. Personnel ...- Authors: Andronico L Castillo, Jeffrey Schuh, Robert T Lumia, Dennis Yu
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Reinsurance>Health reinsurance
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What's New with Retiree Medical?
understanding of the imminent changes in this dynamic segment of the health insurance market. MR ... the worst shape to fund it. This is the sort of dynamic. When they see an opportunity to book out of there ...- Authors: Damian Birnstihl, Corey Berger, Stephen P Wood
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Retiree medical
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Financial Economics vs. Traditional Actuarial Methods/ Back to Basics: Risk Neutral vs. Real World
account value is lower. You may be modeling dynamic policyholder behavior that's going to have a greater ... because the ending-fund value depends upon the dynamic behavior of the policyholder and upon the random ...- Authors: Graham D Ireland, Tamara Burden, Julia Lynn Wirch-Viinikka
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
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Asset-Liability Modeling Issues: An Open Forum
Open Forum 5 that was either stochastic or dynamic. So if the actuary were doing a model and let’s ... earned rate, no matter what, but if they had dynamic lapse in there, there would still be a range.- Authors: Tracey Polsgrove, ELLEN COOPER
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Stochastic Embedded Value and Its Use in Risk Measurement and Financial Management: Part 2
Stochastic Embedded Value and Its Use in Risk Measurement and Financial Management: Part 2 Presented ... policyholder behavior. If we were reflecting dynamic behavior, such as reducing the lapse rate when ...- Authors: Hubert B Mueller, Michael Hughes, Maria Mercedes Torres-Jorda, Penny Coulthard
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Embedded value; Modeling & Statistical Methods>Stochastic models
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Setting Long-Term Investment Assumptions for Actuarial Models
Setting Long-Term Investment Assumptions for Actuarial Models Presented at May 2005 Spring ... course, on the casualty side, you might consider dynamic financial analysis, which is just cash-flow testing ...- Authors: Phillip Schechter, Kevin Ahlgrim
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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Reactions to Medicare Reform Legislation
Reactions to Medicare Reform Legislation The panel offers a summary of the Medicare Modernization ... as it relates to the fee. It's an interesting dynamic. I think they are trying to build something that ...- Authors: Dawn E Helwig, Michael Thompson, Dale Yamamoto, John S Cathcart
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Public Policy; Social Insurance>Medicare
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What's Backing Your Guarantee?
hedging program of some kind, either static or dynamic. If we run the risk naked, the object is not ... more expensive. More people nowadays are doing a dynamic hedging program, and I think John is going to ...- Authors: Carl Friedrich, John P Glynn, Douglas Robbins
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Life Insurance
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Better Pricing in an Uncertain World
risk-driven charges. It has a slightly different dynamic than some of the others. Now that we've seen ... along with that. You have the interest rates. Dynamic lapses reinsurance again is an issue, and there ...- Authors: Timothy Hill, Tim Bennett
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities; Life Insurance>Pricing - Life Insurance
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Valuation of Retiree Health Benefits
Valuation of Retiree Health Benefits The panelists in this session discuss recent developments ... valuation. The valuation will be a little bit more dynamic maybe than in the past, and—I already mentioned ...- Authors: Dale Yamamoto, David Kendall, Jin Park
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Pensions & Retirement>Retiree medical
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Individual Disability Morbidity Trends
Individual Disability Morbidity Trends This open forum begins with a presentation of the ... occupation and multi-life/single life to see how that dynamic is working. We’ll probably go back to get that ...- Authors: Robert Beal, Douglas Taylor, Paul George Ziobrowski
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data>Disability
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Health Policy and Financing
about how in our system there is a cycle or a dynamic where whatever health technology becomes available ... people and what we demand. There's another dynamic that we need to look at if we're thinking about ...- Authors: Application Administrator, Grady Catterall, Sally T Burner, M Clemens, John Sheils
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Public Policy; Public Policy
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Risk-Based Capital Requirements on Variable Annuities with Guarantees
vis-à-vis the performance of the funds so that you get dynamic lapses, withdrawals, transfers, etc. You want ... value of the GMIB at election. I've also assumed a dynamic model for annuitization (election of the GMIB) ...- Authors: Jeffrey A Leitz, Geoffrey Hancock, Dominique Lebel
- Date: Oct 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
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Predictive Modeling - Current Practices and Future Applications
Predictive Modeling - Current Practices and Future Applications A panel of actuaries and clinical ... them and do something about it. So that's a big dynamic there, and we've tried to get in front of our ...- Authors: Application Administrator, Richard L Liliedahl, Teresa Keane-North
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability
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Report of the Individual Disability Experience Committee
Report of the Individual Disability Experience Committee This session discusses the progress ... effect on pricing? You don't know because of that dynamic between incidence and termination is missing.- Authors: David Morgan Andreae, Robert Beal, Douglas Taylor
- Date: Jun 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data>Disability
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How Much in Enough? Capital And Surplus Management for Health Entities
actuaries. We work in a world that is somewhat dynamic and particularly reactive. As a result, and in ... have tried to force health actuaries into using dynamic financial analysis (DFA). DFA is, essentially ...- Authors: James E Drennan, John Lloyd, Richard E Swift
- Date: Jun 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance
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So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed Annuities
following hedging considerations are explored: · Dynamic versus static hedging; · Full protection versus ... and Dan Patterson is going to talk about his dynamic hedging experience with EIAs. Before turning ...- Authors: Daniel Patterson, Marshall C Greenbaum, Jun Zhuo, D Kent Freeman
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Stochastic Modeling in the Financial Reporting World
segregated fund or a GMDB, if we were trying to do dynamic hedging and fitting data to it, then we've gone ... more realistic. For years, we've been doing dynamic capital adequacy testing as required under Canadian ...- Authors: Robert W Wilson, Ronald Harasym
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Interest Rates Are On The Move: Is Your Company Prepared?
appropriately, you're going to have to set up for some dynamic assumptions on these products. Let’s go back to ... all the time, and we help companies set up their dynamic assumptions. We came up with the following formula: ...- Authors: Henry M McMillan, Ross Bowen, David Weinsier
- Date: May 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Finance & Investments; Life Insurance
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Variable Annuity Riders: Pricing and Risk Considerations in Today's Market Environment
A new type of GMAB that has come out offers a dynamic asset allocation strategy. What I mean by this ... Capital markets techniques, static versus dynamic hedging—there are a lot of pros and cons to all ...- Authors: Ari Lindner, Timothy Hill, Robert Stone
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Economic Capital
experience. In addition, the modeling can be dynamic, reflecting dynamic investment strategies, management practices ... are some parts of the formula that are somewhat dynamic and take into account company experience. For instance ...- Authors: Dennis Lauzon, Hubert B Mueller, Ellen Woodruff
- Date: May 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Economic capital
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Building an Economic Scenario Generator
Building an Economic Scenario Generator This session at the SOA 2003 Washington, DC Spring ... becomes to maintain that. In our model we use at dynamic financial analysis (DFA), we've made some compromises ...- Authors: Hal Warren Pedersen
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation
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Short-Term Disability Benefits
Short-Term Disability Benefits This session discusses current short-term disability benefits, ... relatively long period to get as much of the risk dynamic as I can. I think this is one mistake that we're ...- Authors: Paul D Hitchcox, Barry Petruzzi, Richard Carlson Leavitt
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance
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Surplus Management for Health Entities
Surplus Management for Health Entities Attendees gain exposure to various approaches for effective ... So on that side of it, you've always got that dynamic going on that is working against the management ...- Authors: Phyllis Doran, Thomas Snook, Richard A Swift, Douglas B Sherlock
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance
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Buying and Selling Insurance Companies Internationally
Buying and Selling Insurance Companies Internationally Presented at May 2002 Spring Meeting. Discusses ... that model to do what we call a static and a dynamic validation. Those of you who do cash-flow testing ...- Authors: William R Horbatt, Shu-Yen Liu, Thomas Jaros, Jim Toole, Application Administrator
- Date: May 2002
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Global Perspectives>Multinational companies
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Critical Illness Issues
Critical Illness Issues Panelists address current issues of critical illness products including ... you if you can’t inspire them, or if there’s no dynamic leadership out there. Who’s leading? I know one ...- Authors: Sandra K Meltzer, Susan Kimball, Sean Long, Mike Harper
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Critical illness insurance
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Risk Management Practices Concerning Variable Annuities with Guaranteed Living Benefits
company's risk using a combination of static and dynamic hedging solutions. Static hedging works, except ... basis. Dynamic hedging may not always be the best solution, but it's one way to have a more dynamic and ...- Authors: Franklin Clapper, Hubert B Mueller, Rodney Clark
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities
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Understanding And Managing The Risks Underlying Guaranteed Benefits In Variable Annuities
talking about. Charles Gilbert will focus on dynamic hedging. David Braun will focus on natural hedging ... of my presentation is dynamic hedging. I’ll provide an overview of the dynamic hedging process, walk ...- Authors: Inger Harrington, Charles L Gilbert, David L Braun
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Income Products: Pricing PART 2
Income Products: Pricing PART 2 This session focuses on the financial issues related to income products. ... we see some companies considering such tools as dynamic Income Products: Pricing (Part 2) 21 ...- Authors: Douglas Doll, Ken McCullum, Steven Habegger
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Payout annuities
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Derivatives in Insurance Products
gone away for a variety of reasons. Then there’s dynamic hedging. I talked a little bit about that. In ... the risk-free rate) There are all kinds of dynamic hedging techniques available. Showing some of the ...- Authors: Michael J Hambro, Larry Rubin
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Embedded Value In Practice
using one discount function that moves along the dynamic interest paths and another that's fixed. We ... duration and convexity tools. The next level up is dynamic financial condition analysis and its cousin, economic ...- Authors: Nancy Bennett, Richard Junker, Max Rudolph
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
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Trends In Automated Underwriting
Trends In Automated Underwriting This session 84I of the 2001 SAO Annual Meeting in New ... time, which enables you to assess the risk in a dynamic fashion. Certainly, this is where lots of technology ...- Authors: David Snell, Ernest A Testa, Hank George, John Gallo
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance>Underwriting - Life Insurance
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Valuing Guaranteed Minimum Death and Maturity Benefits: U.S. and Canadian Perspectives
capital resiliency testing, dynamic financial analysis (DFA) or dynamic capital adequacy testing (DCAT) ... by scenario. Normally, this means some sort of dynamic behavior, and I’ll give one approach here that ...- Authors: Simon Curtis, Daniel P MacKenzie, Geoffrey Hancock, Charles Dana Tatro
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Reserves - Annuities
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Recognizing Reinsurance Costs in Direct Pricing
reinsurance might impact that. I want to talk about dynamic pricing, which is something that I think we’re ... life insurance, too. I’m going to talk about dynamic pricing in other industries and where it might ...- Authors: W Howell Pugh, Dale Filsinger, Paul Myers
- Date: Jun 2001
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance>Pricing - Life Insurance; Reinsurance>Life reinsurance
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Unified Valuation System Project
Unified Valuation System Project This session 112 PD of the Toronto Spring Meeting ... expectation does. Developing a Stochastic Model So for dynamic financial analysis, we need to construct a stochastic ...- Authors: Douglas A Eckley, Mark S Tenney, Thomas Grondin
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Financial Accounting Standard [FAS 133]
asset/liability modeling (ALM), and has developed their dynamic equity hedging program. Mark Walker is a senior ... risk through the use of options or some sort of a dynamic hedging program, they could take advantage of this ...- Authors: Andrew D Chua, Application Administrator, Darin Zimmerman
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
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How To Create Efficient Simulation Models for Finance and Insurance Applications
How To Create Efficient Simulation Models for Finance and Insurance Applications At this ... Professor Milevsky is going to give a practical and dynamic presentation on how to create efficient simulation ...- Authors: Charles L Gilbert, Moshe Arye Milevsky
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation
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Risk Management Tools
securitization risk management tools. He recently ran the dynamic hedging program for a large U.S. insurer with ... practice, what would happen if you were running a dynamic hedging program and typically, insurance companies ...- Authors: W Steven Prince, Charles L Gilbert, Kannoo Ravindran
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Stochastic Pricing
scenario • survivorship • policyholder behavior (dynamic lapses, GMIB election rates, etc.) Our next ... behavior, but perhaps we may build a case for some dynamic lapse rates depending on the movement of the market ...- Authors: W Steven Prince, Timothy Hill, Chris Stiefeling, Michael Bean
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models
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Introduction to Derivatives
CATHERINE E. EHRLICH: The investment world is very dynamic, as most of us know. New products are constantly ... spoken on Financial Accounting Standard (FAS) 133, dynamic financial analysis, credit derivatives, and a variety ...- Authors: Catherine Ehrlich, Thomas Struppeck, Raghu Ramachandran
- Date: May 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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XML for Actuaries: A Web of Data and Metadata
customize individual experiences, and we wanted dynamic content. The big challenge for us was that we needed ... Cole: Interestingly enough, the XML structure is dynamic, so it sends what it needs to send in the context ...- Authors: Mark Horowitz, Jawwad Farid, Ron Cole, Kevin Kelly
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications
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Risk Management Behind Variable Annuities
risk management tools, focusing specifically on dynamic hedging and some of the specifics involved. Mr ... also reinsure these or you can try some static or dynamic hedging. We're starting to get into more risky ...- Authors: Lance Berthiaume, Ari Lindner, George Christopher
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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The Actuary's Role in Risk Management
Jean-Francois Lemay will talk about market risk, dynamic hedging framework, and the specific product level ... that effective duration means the cash flows are dynamic across a range of interest rate scenarios. I was ...- Authors: Max Rudolph, Randall M O'Connor, Ikwhan Oh, Jean-Francois Lemay
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting; Global Perspectives
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Risks in Investment Accumulation Products: Recent Research
hedge against the guarantees using some sort of dynamic rebalancing strategy, then the computational problem ... it turns out that you can construct, using a dynamic rebalancing strategy, a perfect risk-free hedge ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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Approaches to Underwriting Disability Insurance
Approaches to Underwriting Disability Insurance 1999 SOA Annual Meeting, San Francisco. This ... is constant improvement. It's just a wonderful dynamic. Every company should be set up that way. Approaches ...- Authors: Robert Beal, Anne Mitchell, Carl Amick, Scott Haglund
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance; Public Policy
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Variable Annuities and Segregated Funds - Guaranteed Benefits Valuation Issues
customized or publicly traded puts. You can even use dynamic hedging by combining puts, calls, and futures and ... kind of taking the delta hedge one step forward: dynamic hedging, or really trying to replicate and match ...- Authors: Stephen Preston, Jonathan Wooley, Craig Fowler
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Financial Reporting & Accounting
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Cash-Flow Testing Issues for Equity-Indexed and Variable Products
by no means an easy thing to replicate. Your dynamic hedging strategy should at least delta match the ... as we described earlier. You want to consider dynamic strategies, although they are more difficult ...- Authors: Application Administrator, Alan Downey, Larry M Gorski
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Financial Reporting & Accounting
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Performance Management - And Anxiety!
Performance Management - And Anxiety! 1999 SOA Regional Meeting, Atlanta. In this session on ... guarantee. With transfer pricing, we have a more dynamic pricing platform that can examine shifts in the ...- Authors: Mark Milton, Michael J Murphy, John S Tillotson, Alton Cogert
- Date: May 1999
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Table of Contents May 1999 Atlanta Spring Meeting Record Sessions
Table of Contents May 1999 Atlanta Spring Meeting Record Sessions Table of Contents for the May ... Luckner and Virginia Ruth Young Session #38 IF Dynamic Product Development Phillip J. T. Cernanec, Mark ...- Authors: Society of Actuaries
- Date: May 1999
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession
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Actuarial Guideline ZZZ and Option Pricing
it should be identical to, given a particular dynamic strategy of buying stock at the margin. It's just ... handle that. I want to quickly discuss dynamic hedging. In dynamic hedging, if you have a Black-Scholes ...- Authors: Vincent Gallagher, Larry M Gorski, Joseph H Tan, Thomas Ho
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Financial Reporting & Accounting
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Using Value-Added Information in Practice
those static models don't take into account the dynamic of real value that would be derived from a company ... think, if you ever read Jim Reiskytl's Financial Dynamic Surplus Management, you can be glad you have ...- Authors: Armand de Palo, David M Brown, R Karl Erhardt
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
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A Sure Way to Increase Efficiency: Make Insurance Systems Speak to Each Other
A Sure Way to Increase Efficiency: Make Insurance Systems Speak to Each Other In session 3PD of the New York ... resources. This framework is intended to be dynamic and to accommodate continual change.- Authors: Steve Rydzewski, Cheryl Krueger, Darin Zimmerman, Michelle Smith, Mark Orlandi
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications
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Equity-Indexed Products: Managing the Beast
contracts, using the "greeks" to measure exposure, dynamic hedging, and managing marketplace volatility ... health companies. My job today is to describe dynamic hedging, define the "greeks," and talk about ...- Authors: Anson Glacy, Stephen Stone, Jeffrey J Lobo, Andrew S Chow
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Management Uses for Cash-Flow Testing
Management Uses for Cash-Flow Testing In this session 94PD of the SOA Annual Meeting in New ... management=ALM;Asset modeling;Cash flow testing;Dynamic simulation models;Investment strategy;Risk-based ...- Authors: Glen Keller, Karen MacDonald, Francis Sabatini, John S Tillotson
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Bad Behavior: Policyholder and Interest Rates
and customer behavior, in general, are part of a dynamic process. This is a process that you're probably ... that marketing strategy is going to feed into a dynamic system that involves the crediting strategy, lapses ...- Authors: Klaus Shigley, Kenneth Mungan
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Fair Value of Insurance Liabilities
Fair Value of Insurance Liabilities This session at the SOA 1998 Maui I Spring Meeting ... Stanford. His duties include cash-flow testing, dynamic surplus matters, and risk management responsibilities ...- Authors: Application Administrator, Steven H Mahan, S Michael McLaughlin, David A Ricci
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Fair value accounting
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Design a Stochastic Valuation/Forecast System
financial intermediaries. One step below are the dynamic asset and liability systems that come out of stochastic ... investors who have conservative strategies. There are dynamic approaches that look at surplus optimization or ...- Authors: Richard Wendt, Chris K Madsen, John M Mulvey
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension investments & asset liability management
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Risky Business: Covering Your Assets
Using key rate durations, which actually is a dynamic hedge tool, is not going to give you a permanent ... distribution approach scenario analysis. That includes dynamic financial analysis and evaluating risk analysis ...- Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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Equity-Indexed Products: Now That You Have Them, What Are You Going To Do With Them?
Equity-Indexed Products: Now That You Have Them, What Are You Going To Do With Them? This ... you delta hedge or do you try to create a total dynamic hedge where you're matching all the Greeks including ...- Authors: Jean Liebmann, Application Administrator, Ann R Bryant
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities
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Expenses and Pricing
Expenses and Pricing Sam Gutterman presents his paper, 'Expenses and Pricing', ... will be needed in the future. It has to be a dynamic process that always factors in your best judgement ...- Authors: Sam Gutterman, Katherine Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
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Weird Science: Dissection of Derivatives
Weird Science: Dissection of Derivatives Panelists at this session of the SOA 1998 Maui I Spring ... want to use your entire portfolio and create a dynamic hedging scheme to hedge the derivatives that ...- Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Equity-Indexed Annuities: Regulatory Issues
Equity-Indexed Annuities: Regulatory Issues This session at the SOA 1998 Maui I Spring Meeting ... your options strategy or hedge strategy on a dynamic basis. Finally, one has to consider the modeling ...- Authors: Errol Cramer, Donna Claire, Noel Abkemeier
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities
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Introduction to Value-At-Risk
the P&C side, we're seeing a lot of interest in dynamic financial analysis -simulation techniques to ... clients to try to help them take the results of dynamic financial analysis and roll them up into a related ...- Authors: Edward P Mohoric, Deborah K Orlando, Mark C Abbott
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Value at risk - Finance & Investments
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Equity-Indexed Products-Design, Pricing and Hedging Part I
and the call approach. There is replication and dynamic hedging. You may recall from one of your actuarial ... your capabilities. A solution for you might be dynamic hedging. This is basically the way people like ...- Authors: Alan K Ryder, Lilia Sham, Charlene Marie Barnes
- Date: Jun 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Anatomy of an Earned-Interest Rate
“Exhibit 2” rate are long gone; an earned rate is a dynamic reflection of assets such as collateralized mortgage ... because we’re moving from static simplicity to dynamic complexity. A related item is that the yield rate ...- Authors: Paul A Hekman, R Thomas Herget, Thomas R Kochis, Lawrence R Zeno
- Date: Jun 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting
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Investment Strategy Formulation and Implementation
impor- tant if you want to take into account the dynamic flows back and forth between general and separate ... Distribution VII. Sensitivity Testing A. Dynamic Feedback Information B. Change Assumptions ...- Authors: Dennis Carr, Frederick W Jackson, Harry R Miller, Albert Sekac, Michael Hughes, Andrew S Chow
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Dynamic Financial Condition Analysis Handbook Task Force
Dynamic Financial Condition Analysis Handbook Task Force Presented at October 1996 Annual Meeting. ... in Canada, and current research to support the Dynamic Financial Condition Analysis Handbook. Asset liability ...- Authors: William J Bugg, Michael Eckman, James Reiskytl, Judy L Strachan
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Financial management; Modeling & Statistical Methods
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Managed Disability - The Wave of the Future?
Managed Disability - The Wave of the Future? Presented at October 1996 Annual Meeting. Speakers ... of data that you are dealing with becomes very dynamic, and I think an enormous challenge is going to ...- Authors: Thomas Corcoran, John Dawson, Ted Haslam, Jacalyn Reinberg
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance
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Risk-Based Capital According to the National Association of Insurance Commissioners 'NAIC'
Risk-Based Capital According to the National Association of Insurance Commissioners 'NAIC' ... health insurance. Mr. Wilcox: If we went to do dynamic solvency analysis across the board, then we could ...- Authors: Application Administrator, Steven Lippai, Donna C Novak, Robert Wilcox
- Date: Oct 1996
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Health & Disability>Health insurance; Public Policy
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Measuring and Analyzing Volatility Risk in Disability Income
into risk-based capital requirements, as well as dynamic financial solvency. What we’re talking about is ... this business. When we do cash-flow testing and dynamic solvency analysis, there’s often more of a focus ...- Authors: Richard M Rasiej, Jeyaraj Vadiveloo, Darryl Wagner
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Health & Disability>Disability insurance
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Education and Examination Redesign
Education and Examination Redesign Presented at May 1996 Spring Meeting. This session ... modeling techniques, global thinking, stochastic and dynamic approaches (in particular, understanding and being ...- Authors: Jeffrey Beckley, Godfrey Perrott
- Date: May 1996
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Qualifications; Actuarial Profession>Professional development
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State-of-the-Art Risk Management System and Application
State-of-the-Art Risk Management System and Application This session from the 1995 SOA Boston Meeting ... all the assumptions that go into the model as dynamic assumptions, including some kind of stochastic ...- Authors: Brian Trust, Douglas A George
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
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Asset Prepayment Assumptions
and prepayment assumptions is designed to be a dynamic process, under the control of insurance regulators ... back, learned more, and captured the historic dynamic better. Again, one of the things we wanted to do ...- Authors: Randall Boushek, Catherine Ehrlich, Stephen Reddy, Steve W Abrahams
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Public Policy
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Variable Annuity Guaranteed Minimum Death Benefits
Variable Annuity Guaranteed Minimum Death Benefits This session from the 1995 SOA New York City ... this tax rule. Of course, there's the cost of dynamic rebalancing. You can't really enter into the hedge ...- Authors: Abraham Gootzeit, Philip Johnson, Michael Pado
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Reinsurance
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Derivatives in an Insurance Context
Derivatives in an Insurance Context This session is from the 1995 SOA Spring Meeting. Panelists ... trying to run a reasonable, theoretically correct, dynamic solvency test. There is the choice of interest ...- Authors: John Mulholland, Bryan Boudreau, Joseph Koltisko
- Date: Apr 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives