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Report On Pricing Using Market Consistent Embedded Value (MCEV)
Report On Pricing Using Market Consistent Embedded Value (MCEV) This report explains the concept and construction of the Market Consistent Embedded Value (MCEV) measure, as well as its usefulness ...- Authors: Zohair Motiwalla, David Wang, Novian Junus, Society of Actuaries
- Date: Jul 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance
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Interest Rate Hedging on Traditional Life and Health
Interest Rate Hedging on Traditional Life and Health A research project with the Society of Actuaries on interest rate hedging on traditional life and health insurance. Asset liability ...- Authors: Craig Reynolds, David Wang
- Date: Sep 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Liquidité, capital et GAP : Comment les assureurs peuvent inclure un pointage de liquidité et des scénarios de crise de liquidité dans leur protocole de gestion de l’actif-passif (GAP)
Liquidité, capital et GAP : Comment les assureurs peuvent inclure un pointage de liquidité et des scénarios de crise de liquidité dans leur protocole de gestion de l’actif-passif ...- Authors: Joshua Dobiac, David Wang
- Date: Dec 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management
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Arbitrage-Free Perspective on Economic Capital Calibration
Arbitrage-Free Perspective on Economic Capital Calibration This article discusses a good way for insurance companies to calibrate economic capital (tail risk level) that is consistent with the ...- Authors: David Wang
- Date: May 2012
- Competency: Leadership>Thought leadership; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Finance & Investments>Economic value; Finance & Investments>Value at risk - Finance & Investments
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Liquidity, Capital, and ALM: How Insurers can Include a Liquidity Score and Liquidity Stress Scenarios as Part of their Asset Liability Management (ALM) Protocol
Liquidity, Capital, and ALM: How Insurers can Include a Liquidity Score and Liquidity Stress Scenarios as Part of their Asset Liability Management (ALM) Protocol How insurers can include a ...
- Authors: Joshua Dobiac, David Wang
- Date: Dec 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management
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Hedging interest Rate Risk in Traditional Life and Health Products
Hedging interest Rate Risk in Traditional Life and Health Products Profitability of traditional life and health products has long been considered less sensitive to changes in interest rates than ...- Authors: Craig Reynolds, David Wang
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Life Insurance>Pricing - Life Insurance
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Understanding VM-20 Results
Understanding VM-20 Results This report examines options for analyzing periodic changes in VM-20 reserve amounts. 6442478132 8/15/2017 12:00:00 AM ...- Authors: Karen Rudolph, Seng Siang Goh, William Hines, Michael Y Nam, William Sayre, David Wang, Tung Tran
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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Know your policyholders first, Model their behavior second
Know your policyholders first, Model their behavior second Actuaries can empower their understanding of policyholder behavior with third party data. Modeling policyholder behavior should start ...- Authors: David Wang
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Experience Studies & Data
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Understanding VM-20 Results
Understanding VM-20 Results This report examines options for analyzing periodic changes in VM-20 reserve amounts. August 2017 The Society of Actuaries’ Financial Reporting Section, Product ...
- Authors: Karen Rudolph, Seng Siang Goh, William Hines, Michael Y Nam, William Sayre, Tung Tran, David Wang
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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Interest Rate Hedging on Traditional Life and Health
Interest Rate Hedging on Traditional Life and Health This research report, part of the Society of Actuaries [SOA} ‘Research Projects – Finance/Investment,’ is sponsored by the Society of Actuaries ...
- Authors: Craig Reynolds, David Wang
- Date: Sep 2007