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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 ... Principle-Based Approaches? Feature article from the newsletter Product Matters discussing variable annuities ...- 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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Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling
Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling Discusses the interactions ... Interest Rates in Stochastic Modeling Discusses the interactions between dynamic lapses and interest ...- 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?
smooth return but also as a way to manage risks of the VA guarantees. Contrary to existing research which ... allocation, this article shows that because of the existence of market jump risk, target volatility strategy ...- 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