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IFRS 17 Implementation Considerations for Variable Annuity (VA) with a Focus on Hedging
IFRS 17 Implementation Considerations for Variable Annuity (VA) with a Focus on Hedging This session ...- 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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Behavioral Analytics and Inforce Management for Annuities
2010 2011+2007 Individual Annuity Sales Lowest in 17 years at ~100 Billion 4 | ▪ VA sales reached ... Proactive 16 Identifed 6 levers to create impact 17 Lever How can it impact profitability? Potential ...- Authors: Stephen J Gruber
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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VA Reform – Implications on ALM
premium 3 Earnings-only • Aims to immunize GAAP or IFRS earnings• Hedge program oriented around FAS 157 ... with statutory overlay • Aims to immunize GAAP or IFRS earnings, but uses a secondary overlay or “macro-hedge” ...- Authors: Peter Tian
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Market Trends
International Financial Reporting Standards (IFRS-17) Applies to companies operating or with ownership ... Affects Reinsurers Effective 1-1-2021 Replaces IFRS-4 Effects: Profit patterns/Earnings volatility ...- Authors: Society of Actuaries, Matthew Coleman
- Date: Nov 2017
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Minimum Guaranteed Benefits on Variable Annuities Charts
$425,000 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 Year Account Value ROP ... $425,000 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 Year Account Value Ratchet ...- Authors: Franklin Clapper, John M O'Sullivan, Charles Dana Tatro
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities
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Dynamic Index Market Overview
46% 47% 48% 51% 52% 47% 52% 50% 49% 51% 52% 53% 17% 26% 31% 28% 28% 27% 28% 22% 22% 22% 30% 30% 30% ... 14% 13% 11% 12% 11% 11% 10% 11% 12% 17% 16% 17% 17% 17% 14% 13% 17% 11% 11% 11% 12% 11% 12% 4Q13 1Q14 ...- Authors: Brandon Igyarto
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Hedging Challenges in Current Market Environment
Hedging Challenges in ... 10 20 11 20 12 20 13 20 14 20 15 20 16 20 17 20 18 U SD b ill io ns U SD b ill io ns ... 10 20 11 20 12 20 13 20 14 20 15 20 16 20 17 20 18 U SD b ill io ns Money Markets Bonds ...- Authors: Philippe Combescot
- 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>Individual annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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Policyholder Behavior Experience Data and Modeling
3Q 09 3Q 10 3Q 11 3Q 12 3Q 13 3Q 14 3Q 15 3Q 16 3Q 17 3Q 18 GLWB Shock Lapse ATM <25% ITM 25%-50% ITM ... Withdrawal behavior is becoming more efficient 17 0% 50% Q1 2008 Q1 2009 Q1 2010 Q1 2011 Q1 ...- Authors: Timothy S Paris
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Capital - Annuities; Annuities>Fixed annuities; Annuities>Individual annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management; Annuities>Deferred annuities
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Efficient VA Hedging Instruments for Target Volatility Portfolios
Puts vs. Vanillas Introduction 11/12/2016 9:52:17 AM 2010 DB Blue template 10 Intuitively it should ... Comparable Instruments Methodology 11/12/2016 9:52:17 AM 2010 DB Blue template 11 We compare the PL ...- Authors: Society of Actuaries, Jon Spiegel
- Date: Nov 2016
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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Pricing Bounds and Bang-bang Analysis of the Polaris Variable
Conclusion Withdrawal-dependent Income Payment 17 * With Income Options 1 and 2, if withdrawals begin ... percentage, if applicable. Polaris INCOME PLUS DAILY 17 A choice of income options Polaris Income Plus Daily ...- Authors: Zhiyi Shen, Chengguo Weng
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities