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  • Summary of paper entitled 'Variance of the CTE Estimator'
    Summary of paper entitled 'Variance of the CTE Estimator' The purpose of this article is to provide a high level summary of the paper “Variance of the CTE Estimator” by B. John Manistre ...

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    • Authors: Application Administrator, Geoffrey Hancock
    • Date: Aug 2008
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Modeling & Statistical Methods>Conditional Tail Expectation
  • Risk-Based Capital Requirements on Variable Annuities with Guarantees
    Risk-Based Capital Requirements on Variable Annuities with Guarantees This session from the 2003 SOA Orlando Meeting discusses the new risk-based capital RBC requirements for variable annuities ...

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    • 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