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Session 188: Equity Market Returns: Reshaping the Risk Distribution
Repo rate, etc. Examples: Daily, monthly, or dynamic Maximum Leverage Examples: 150% Base Index ... Volatility Daily Risk Control 5% Index S&P 500 Dynamic VEQTOR Index S&P 500 Managed Risk 2.0 Index CBOE ...- Authors: Charles L Gilbert, Laurie-Anne Davison, Naoya Kobayashi
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Life Insurance; Life Insurance>Reserves - Life Insurance
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Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options ...- Authors: David Ross, Charles L Gilbert, John Wiesner
- Date: Mar 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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International Section News, July 2007, Issue No. 42
with photo stops at interest rate modeling and dynamic hedging. Five of the leading practitioners in ALM ... practitioners in the area of ALM, stochastic modeling, dynamic hedging, pension asset management and finan- cial ...- Authors: Society of Actuaries, Frank Buck, R Thomas Herget, Catherine Denise Lyn, Edward Robbins, Ronald Poon-Affat, Charles L Gilbert, Emily Kessler, Michelle John, Kelly Chang, Gordon Simmons Garfield, MEGAN C P IRVINE, Alexander Zaidlin, Mona Salah Ahmed Hammad, Pascale Elie, Steven Richards
- Date: Jul 2007
- Publication Name: International News
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International Section News, November 2005, Issue No. 37
brand.” We envision the actuar- ial profession as dynamic and relevant to today’s business environment, which ... may not always view the actuarial profession as dynamic and relevant to today’s business environment, but ...- Authors: Mohamed F Amer, George Beram, Application Administrator, Shiraz Jetha, Catherine Denise Lyn, Marc Slutzky, Charles L Gilbert, Tong Zhou, Martha Sikaras, Brian Holland, Michael Pomery, Andrew Kay, Graham Luffrum, Maria Bilikova
- Date: Nov 2005
- Publication Name: International News
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Risk Management, March 2005, Issue No. 4
management activity in a nontraditional are a . This dynamic is driving management to seek m o re formal risk ... levels. Standard & Poor’s recently created a dynamic model called “Financial Product Capital” (FPC) ...- Authors: John J Kollar, W James MacGinnitie, Francis Sabatini, Hubert B Mueller, Charles L Gilbert, Fred Tavan, Jose Siberon, Song Zhang, David Ingram
- Date: Mar 2005
- Publication Name: Risk Management
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Risk Management Issues for Variable and Equity-Indexed Annuities
Figure 8 is the picture in my head of what a good dynamic lapse rate formula would look like for equity-indexed ... are some vesting schedules, but your ordinary dynamic lapse formulas aren't going to work. They look ...- Authors: Charles L Gilbert, Darin Zimmerman, Kannoo Ravindran
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; 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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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