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The Volatility Regime
around China’s growth. VIX spikes from 13 on Aug. 17, to 40 the following week.5 Managed volatility funds’ ... lifetime- income feature. References 1 Bloomberg Aug. 17, 2015–Aug. 25, 2015. 2 Bloomberg. 3 LIMRA. 4 Annuity ...- Authors: Marie-Laure Chandumont
- Date: Feb 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Annuities>Guaranteed living benefits; Annuities>Product development - Annuities; Annuities>Variable annuities
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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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Non-Traditional Guarantees on Life and Annuity Products
Non-Traditional ... point-to-point III. Other Annuity Benefits 17 companies offer commutation payouts or withdrawals ... increased © 2005 Society of Actuaries 17 Competitive Importance of Offering the Guarantees: ...- Authors: John P Glynn, Victoria L Pickering
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Guaranteed living benefits; Life Insurance>Secondary guarantees
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Hedging Variable Annuity Guarantees: A Practical Discussion
Hedging Variable Annuity Guarantees: A Practical Discussion From a session at the Spring meeting of the Society of Actuaries held in San ... Guarantees 17 example, if your data system still isn't updated ...- Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models