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Bringing Risk into Capital Management
adjustments or Bringing Risk Into Capital Management 17 withdraw the problem products. Why Risk ... bigger number than it did 10 years ago. Chart 17 shows a simple illustration of the concept with fully ...- Authors: Chiu-Cheng Chang, Alastair G Longley-Cook, Francis Sabatini, Geoffrey Hancock
- Date: May 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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Risk-Based Capital Requirements on Variable Annuities with Guarantees
Risk-Based Capital Requirements on Variable Annuities... 17 At 100 scenarios and pure random sampling, ... Index (1952.12 - 2002.12) 12% 13% 14% 15% 16% 17% 18% 19% 20% 21% 9.4% 9.6% 9.8% 10.0% 10.2% ...- 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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Valuing Guaranteed Minimum Death and Maturity Benefits: U.S. and Canadian Perspectives
Valuing Guaranteed Minimum Death And Maturity Benefits 17 end, if I have a theory seriatim valuation ... company has gone from having one fund in 1994 to having 17 funds two to three years ago, and now we have over ...- 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