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  • How to Make Guarantees on VAs Worth More than the Paper They're Written On
    what Ari will be talking about. They'll have a direct impact on the capital requirement with the credit ... capital of a direct writer through a reinsurance program. We built a model from a direct writer's perspective ...

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    • Authors: Ari Lindner, Jason Kehrberg
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
  • Capital and Hedge Modeling for Variable Annuities
    you care about the long-term statutory balance sheet. If you’re a company, you may very well care about ... 5 that if you’re not diversified, we don’t care how much capital you hold, it’s inadequate, you ...

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    • Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
    • Date: Jan 2005
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
  • Stochastic Modeling for Health Actuaries
    nothing to do with what we're looking at. We don't care how many really big claims a particular group had ... on those means that we're comparing. This takes care of it. It's not going to have any influence at all ...

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    • Authors: Charles S Fuhrer, Darrell Knapp, Doug Fearrington
    • Date: May 2004
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Stochastic models
  • Stochastic Modeling in Health Insurance
    if the liabilities aren't too big, and you don't care about having a probability distribution around ... advice, for example, to funds that have health-care liabilities attached to them and sometimes even ...

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    • Authors: Armand Yambao, Jonathan Hendrickson, Edward McEllin
    • Date: Jun 2005
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Stochastic models