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Will Sales Of a De-Risked VA Product Improve Reserve and Required Capital Positions under Principle-Based Approaches?
Will Sales Of a De-Risked VA Product Improve Reserve and Required Capital Positions under Principle-Based ... to reserve and capital requirements. Annuity reserves;Annuity valuation;Guaranteed minimum death be ...- Authors: Yuhong Xue
- Date: Feb 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Product Matters!
- Topics: Annuities>Capital - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities
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Exploring Policyholder Behavior in the Extreme Tail
Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme value ... This paper applies EVT to the study of variable annuity dynamic lapse behavior in the extreme tail. It ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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AG 43: Which Reserves Will Dominate? Standard Scenario Or Stochastic
newly adopted actuarial guideline for variable annuity reserving which is principles-based. It requires ... dominate and for others the stochastic one does. Annuity reserves;Deterministic models;Principles-based ...- Authors: Yuhong Xue
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Annuities>Variable annuities; Financial Reporting & Accounting>Fair value accounting
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Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling
the Policyholder Behavior in the Tail Variable Annuity Guaranteed Benefits Survey/C3 phase II 2009 Results ... withdrawal benefit (GMWB) rider on a variable annuity contract for example: Is it the Guaranteed Withdrawal ...- Authors: Yuhong Xue
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Product Matters!
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
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Target Volatility Fund: An Effective Risk Management Tool for VA?
added target volatility funds to their variable annuity (VA) fund lineup. Unlike typical mutual fund ... terrorist attack, or the more recent S&P downgrade of the U.S. govern- ment. With the looming debt crisis ...- Authors: Yuhong Xue
- Date: Oct 2012
- Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Product Matters!
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital markets; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset allocation; Life Insurance>Investment strategy - Life Insurance; Modeling & Statistical Methods>Scenario generation