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Managing Investment Risks in Contractual Designs
Life and annuity markets around the world have seen increasingly complex investment-combined products ... annuities, variable annuities with a wide variety of guaranteed benefits, indexed variable annuities, ...- Authors: Runhuan Feng, Longhao Jin
- Date: Nov 2021
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Expanding Horizons
- Topics: Annuities; Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Annuities>Variable annuities; Modeling & Statistical Methods; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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Anatomy of the US Recession
Anatomy of the US Recession What we should look out for heading into one, how long and how deep would ...- Authors: Aziz Sunderji
- Date: Nov 2019
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Variable Annuity Reserve and Capital Reforms: Key Implementation and Reporting Issues
reforms are effective 1/1/20 and the first year of reporting under the new framework requires several key ... achieve. Discuss key implementation issues, including the new standard projection, optionality around hedge ...- Authors: Yuan Tao, Parul Bhatia, Zohair Motiwalla
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Annuities>Variable annuities
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Survey results on COVID-19 effects on VA business
A short article looking at the results from an annual assumption survey of VA writers with a focus on ... COVID-19. In the article we discuss what companies should be considering as they approach the 2020 year ...- Authors: Michael Beck, David W McLeroy, Jiajun Lu
- Date: Sep 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
- Topics: Annuities; Annuities>Variable annuities; Experience Studies & Data; Experience Studies & Data>Policyholder or participant behavior - Experience
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IFRS 17 Implementation Considerations for Variable Annuity (VA) with a Focus on Hedging
General consideration of IFRS17 implementation for VA writers and reinsurers A case study of IFRS17 implementation ... implementation for a reinsurer The first section will go over VFA and GM approaches that are available for VA ...- Authors: Joshua Dobiac, Yang Jing
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Annuities>Variable annuities; Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
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VA Hedging Strategies Under New AG 43/VM-21 and C2 PII
Hedging Strategies Under New AG 43/VM-21 and C2 PII The proposed revisions to the variable annuity statutory ... statutory framework and the FASB targeted improvement for long duration contract, motivate life insurance ...- Authors: Tao Wang ASA,MAAA , Jerry Mao FSA,FCIA,MAAA (Jerry)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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Semi Monte Carlo – A New Variance Reduction Method
advanced modeling of equity linked products. These include: • Clustering • Use of unique--and potentially ... potentially a different number of--scenarios for each policy • Semi Monte Carlo (SMC) – this is a proprietary ...- Authors: Andrey Marchenko
- Date: Oct 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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How Do You Solve a Problem Like the Vega?
Solve a Problem Like the Vega? There is no “industry standard” approach to managing the vega (volatility) ... this session, we will introduce and analyze a range of reinsurance solutions, including full vega risk retention ...- Authors: Ari Lindner, Jay , Krupal Rachh
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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T3: Taxing Times Tidbits
T3: Taxing Times Tidbits A discussion of, first, the three-year transition period for adopting principle-based ... might not apply to tax reserves, and second, the tax impact of adding investment options to in-force contracts ...- Authors: Kory Olsen, Peter Winslow
- Date: Feb 2011
- Competency: External Forces & Industry Knowledge
- Publication Name: Taxing Times
- Topics: Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Tax accounting; Life Insurance
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Speeding up Actuarial Seriatim Calculations
advanced modeling of equity linked products. These include: • Clustering • Use of unique--and potentially ... potentially a different number of--scenarios for each policy • Semi Monte Carlo (SMC) – this is a proprietary ...- Authors: Andrey Marchenko
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management