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  • A Tale of Two Risk Management Strategies: Risk Measure Based
    Value-at-Risk(VaR) and Tail- Value-at-Risk(TVaR), etc; (2) dynamic hedging. The latter is increasingly more popular ... cost-saving alternative to the common practice of dynamic hedging of gross liabilities. The finding of this ...

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    • Authors: Bingji Yi, Runhuan Feng
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Life Insurance
  • What's Backing Your Guarantee?
    hedging program of some kind, either static or dynamic. If we run the risk naked, the object is not ... more expensive. More people nowadays are doing a dynamic hedging program, and I think John is going to ...

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    • Authors: Carl Friedrich, John P Glynn, Douglas Robbins
    • Date: Oct 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Life Insurance
  • Phase 2 of the C-3 Project Update
    Phase 2 of the C-3 Project Update Presented at May 2002 Spring Meeting. Discusses the status of the ... is this larger risk picture. They also have dynamic capital adequacy testing. You look at your new ...

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    • Authors: Alastair G Longley-Cook, David Sandberg, Daniel Patterson
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investments; Global Perspectives; Life Insurance
  • Dynamic Hedging
    Dynamic Hedging Presented at May 2002 Spring Meeting. Discusses the nature of the risks associated ...

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    • Authors: Marshall C Greenbaum, Kannoo Ravindran
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Enterprise Risk Management>Financial management; Life Insurance
  • Managing Equity Guarantees
    Managing Equity Guarantees Presented at May 2002 Spring Meeting. This session provides an ... use of reinsurance, self-insurance and static/dynamic hedging. Annuity valuation;Derivatives;Equities=Common ...

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    • Authors: Hubert B Mueller, Gilbert Lacoste, Darin Zimmerman, Thomas Ho, Elinor Friedman
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Enterprise Risk Management>Financial management; Life Insurance
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