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Stochastic Modeling for SegregatedFund/Variable Annuity Products
Stochastic Modeling for SegregatedFund/Variable Annuity Products This article is a call for work that ... the maturity and mortality guarantees offered on segregated fund and variable annuity products. These ...- Authors: Craig Fowler
- Date: Aug 1999
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional development; Annuities>Variable annuities
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Attention Life Insurance Actuaries! Standard & Poor’s Needs You and C-3 Phase II for its Insurance Capital Model
Standard & Poor’s Needs You and C-3 Phase II for its Insurance Capital Model In it’s insurance capital ... Standard & Poor’s Ratings Services has established criteria to adopt the NAIC’s stochastic approach ...- Authors: Gregory Gaskel, David Ingram
- Date: Feb 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
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Summary Of Presentation Delivered At The SOA 2009 Annual Meeting “Hedging For Life Insurers—What’s Next For Variable Annuities?”
2009 Annual Meeting “Hedging For Life Insurers—What’s Next For Variable Annuities?” Feature article discussing ... focuses on the significant stresses on variable annuity hedging programs. 11070 2/1/2010 12:00:00 AM ...- Authors: David Maloof
- Date: Feb 2010
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Dynamic simulation models
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Why Write Variable Products When You Can Put the Money Directly into the Stock Market?
involved in setting profit targets for variable annuity contracts have experi- enced the queasy feeling ... risk characteristics. In the case of the variable annuity contract, almost all of the risk comes from the ...- Authors: David Ingram, Stuart Silverman
- Date: Oct 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments
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Integrating Robust Risk Management Into Pricing: New Thinking For VA Writers
Integrating Robust Risk Management Into Pricing: New Thinking For VA Writers Feature article ... Writers Feature article discussing the variable annuity industry rebuilding and reinventing itself. Enterprise ...- Authors: Frank Zhang
- Date: Feb 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
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On the Importance of Hedging Dynamic Lapses in Variable Annuities
threshold is ex- pressed relative to the guaran- tee G. Table 1 shows that the money, the policyholder has ... ipating insurers followed this Variable annuities (U.S.) and segregated funds (Canada) are life insur- ance ...- Date: Aug 2015
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Asset liability management
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VA GMxB And Delta Hedging In October ’08 And Beyond
VA GMxB And Delta Hedging In October ’08 And Beyond This article discusses Variable Annuity ... ’08 And Beyond This article discusses Variable Annuity products with significant guaranteed minimum benefits ...- Authors: Craig Turnbull
- Date: Feb 2009
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities
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Optimizing CPPI Investment Strategy for Life Companies
at time t a risky asset (e.g., a share) with price S and a risk- free asset (e.g., a Treasury bond) with ... the expiration of the contract). The risky asset S is defined by the usual lognormal continuous- time ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments