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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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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