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Variable Annuity: Risk Management Through Breakthrough Product Innovation
through product design of variable annuities. The primary feature of the new product is to offer the policyholder ... bull market as some policyholders may continue to direct some of their fund allocation to these r I s ...- Authors: Xiaokai Shi, Yungui Hu
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
Dynamic b ' OTM ITM Sx OTM Sx ITM Sx Primary Example 5% 0% to 10% 15% 5% 0.9 0.85 0.95 Example ... Dynamic b ' OTM ITM Sx OTM Sx ITM Sx Primary Example 5% 0% to 10% 15% 5% 0.9 0.85 0.95 Example ...- Authors: David Ross, Charles L Gilbert, John Wiesner
- Date: Mar 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Risk Appetite for Variable Annuities: Managing the “Three headed Monster” Challenging Variable Annuity Writers
Risk Appetite for Variable Annuities: Managing the “Three headed Monster” Challenging Variable ... of a risk appetite framework for VA depends on direct linkage to the enterprise risk appetite. It cannot ...- Authors: Amit Ayer
- Date: Sep 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives
capital mar- kets instruments took over as the primary risk transfer mechanism for VA writers. Hand-in- ... fixed volatility over a long time period. The primary market-related risk that any hedg- ing strategy ...- Authors: Michelle Smith, Roma Jakiwczyk, Edward Wilson, Mark Evans
- Date: Nov 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Finance & Investments>Derivatives
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Is Predictive Modeling the Answer?
Is Predictive Modeling the Answer? Important tools used in property & casualty P&C ... laPSe behaVior Figure 1 on page 11 describes the primary factors that drive VA lapse behavior and indicates ...- Authors: David Weinsier, Guillaume Briere-Giroux
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Predictive Analytics
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Risk Surface: Chart Your Risk Profiles
Risk Surface: Chart Your Risk Profiles This article proposes a new term called the risk surface ... source to determine how tails should be modeled. Care should be taken in selecting the range of risk ...- Authors: Xiaokai Shi, Yungui Hu
- Date: Jun 2010
- Competency: Communication
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management