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Embedded Volatility: Insight from Market Risk Benefit Roll-Forward
Embedded Volatility: Insight from Market Risk Benefit Roll-Forward In this article, we collected ... they fit perfectly, the market-traded static and dynamic hedge programs introduce cost by removing inherent ...- Authors: Su Su, Tina Guo, Yifeng Mu, Robert E Winawer
- Date: Nov 2023
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Annuities; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Stratégies de gestion de l’actif et du passif : gestion du risque de convexité en contexte de hausse des taux d’intérêt
Stratégies de gestion de l’actif et du passif : gestion du risque de convexité ... insurer convexity risk exposure, most notably to dynamic policyholder lapsation. We further provide insights ...- Authors: Robert E Winawer, Seong Weon Park
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management
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Asset and Liability Management Strategies: Managing Convexity Risk as Interest Rates Rise
insurer convexity risk exposure, most notably to dynamic policyholder lapsation. We further provide insights ... changes in interest rates without incorporating dynamic lapse behavior. Static liability convexity increases ...- Authors: Robert E Winawer, Seong Weon Park
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management
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Session 31: Impact of FASB Targeted Improvements (ASU 2018-12) on VA/FIA Product Development and In-force Management
factors needed to be stochastically modeled (dynamic lapses, dynamic withdrawals, caps, allocation transfers) ... shifts to MRB’s ALM / Hedging infrastructure • Dynamic hedging currently not typical for FIA’s and this ...- Authors: Robert E Winawer, Kenneth Scott Birk, Yuan Tao
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting
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Session 66: Statutory and GAAP Valuation and Regulatory Update
Session 66: Statutory and GAAP Valuation and Regulatory Update The presenters at this session ... to include tables showing numerical static and dynamic validations results and commentary on these results ...- Authors: Jason Kehrberg, Eve-Simone Pastor, Robert E Winawer
- Date: May 2019
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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NewsDirect Newsletter, May 2002, Issue No. 40
NewsDirect Newsletter, May 2002, Issue No. 40 Full version of NewsDirect Newsletter, May ... opportunity, how to take measured risks, operate in dynamic environments, and balance successes and failures ...- Authors: Michael L Fix, Christopher Hause, Jay Jaffe, Steven Ostlund, Robert E Winawer
- Date: May 2002
- Publication Name: News Direct
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NewsDirect Newsletter, January 2002, Issue No. 39
NewsDirect Newsletter, January 2002, Issue No. 39 Full version of NewsDirect Newsletter, ... professional. This year’s conference kicks off with a dynamic general session that provides strategies for success ...- Authors: John Kerper, T Michael Presley, W Howell Pugh, James B Smith, Maria Thomson, Julie Tani, Robert E Winawer, David C Florian
- Date: Jan 2002
- Publication Name: News Direct
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NewsDirect Newsletter, Summer 2001, Issue No. 37
NewsDirect Newsletter, Summer 2001, Issue No. 37 Full version of NewsDirect Newsletter, Summer ... participants will have a better understanding of the dynamic of turning data into a published table. Note: ...- Authors: Application Administrator, Steve Cooperstein, John Kerper, James B Smith, Maria Thomson, Julie Tani, Robert E Winawer
- Date: Jun 2001
- Publication Name: News Direct
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Appointed Actuary Update: Is the U.S. on the Right Track?
About 50% had looked at the persistencyand the dynamic persistency. Twenty-five percent tested expenses ... SensitivityTesting Mortality Base persistency I 52 Dynamic persistency ( 52 Expenses I 25 Base premium persistency ...- Authors: Frank Buck, Robert J Callahan, Robert H Dreyer, Susan M Ende, Robert E Winawer
- Date: Oct 1993
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Financial Reporting & Accounting>Statutory accounting; Public Policy