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Annuity Risk-Management Seminar: Variable Annuity Guarantees Modeling: Incorporating Derivative-Based Hedging
is the projecting different volatility levels — 17 percent, 25 percent and 35 percent to see what happens ... going up at an annualized rate of 8 percent, with 17 percent volatility, the average is roughly zero ...- Authors: Michael J O'Connor, Michelle Smith
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Investment strategy - Annuities
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R Rated - Risk in Capital Management
R Rated - Risk in Capital Management ... 25, No. 3* San Francisco Annual Meeting October 17-20, 1999 Session 65OF "R" Rated—Risk in Capital ... 17 an increase in the reserve and capital, it is imperative ...- Authors: David H Lister, James D Maughn, Michael J O'Connor, Richard Kirk, John E Wade
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Reinsurance>Financial reinsurance
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GAAP Refresher
of a coinsurance transaction? GAAP Refresher 17 MR. BUBKE: I would think so. I think FAS 120 ... over the next five years, and we had to go up to 17 percent or 18 percent. So what we had to do was ...- Authors: Michael J O'Connor, Rod Bubke
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Hedging and Other Mitigation Techniques
reduction in capital is much more modest. It's only 17 basis points. But, again, this does suggest that ... customers. Hedging and Other Mitigation Techniques 17 There's potentially a basis mismatch due to ...- Authors: Michael J O'Connor, George Christopher
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession>Standards of practice; Public Policy
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Hedging Variable Annuity Guarantees
million number, and goes to 17, it's kind of a small move, right, 16 to 17, but you have $9.4 million ... and then Hedging Variable Annuity Guarantees 17 tell me what the best two or three hedges are ...- Authors: Michael J O'Connor, Brent Martonik, Eshwar Narayan, Josie Palazzolo
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities
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Capital Requirements for Investment Risks - Regulatory, Rating Agency and Economic Approaches
Capital Requirements for Investment Risks 17 Another obvious example is differences in assumed ... in aggregate first. You have companies that have 17 subsidiaries. We try to aggregate. We have companies ...- Authors: Michael J O'Connor, Jeff Gimbel, Christian Shiemke, Jose Siberon, Nathan Hardiman
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting
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Risks & Rewards Newsletter, August 2005, Issue No. 47
from 1990, we get AUGUST 2005 • RISKS AND REWARDS • 17 turn to page 18 CANADIAN DOLLAR TIME SERIES Table ... Table 4: Parameters Calibrated Since 1990 From Page 17 AUGUST 2005 • RISKS AND REWARDS • 19 ...- Authors: Society of Actuaries, W Paul McCrossan, Michael J O'Connor, Steven Siegel, Joseph Koltisko, Application Administrator, Barry Freedman, Cees Dert
- Date: Aug 2005
- Publication Name: Risks & Rewards
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Annuity Financial Reporting Issues
Annuity Financial Reporting Issues Presented at May 2002 Spring Meeting. Attendees learn of recent financial ... part of that Annuity Financial Reporting Issues 17 was that the assumptions that underlie both ...- Authors: Robert Frasca, Michael J O'Connor, Timothy J Ruark
- Date: May 2002
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Financial Reporting & Accounting
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Understanding and Managing Annuity Risks
Understanding and Managing Annuity Risks Presented at May 2002 Spring Meeting. The panel identifies ... example, Understanding and Managing Annuity Risks 17 the owner might take out his or her interest ...- Authors: Michael J O'Connor, Ari Lindner, Scott Priebe
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Individual annuities