Description: Current risk management approaches for variable annuity business are not working very well in today's market turmoil.

Description: This article proposes a new term called the risk surface to enhance risk communications.

Description: 2011 Enterprise Risk Management Symposium. Chicago. This is the abstract of the entitled paper.

Description: From session 23PD at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23, 2000. Panelists discuss various techniques employed by insurers for managing the risks inherent in their variable annuity portfolios.

Description: This session 160 TS of the 2001 SOA Annual Meeting explains Guaranteed minimum income benefits GMIBs, guaranteed minimum accumulation benefits GMABs, guaranteed minimum death benefits GMDBs, and death benefits designed to cover the approximate income tax on the gain in the contract all provide additional protection for the purchaser, but they may also bring added risk to the insurer. From the Record of the Society of Actuaries, Volume 27, No. 3, Session 160TS.

Description: Description of the increased gamma of the liabilities of a portfolio of variable annuities. Discussion of the sensitivity of gamma due to changes in policyholder behavior.

Description: This session from the Washington Spring Meeting provides an update on variable annuity VA riders, including guaranteed minimum death benefits GMDBs, guaranteed minimum income benefits GMIBs, guaranteed minimum accumulation benefits GMABs and guaranteed minimum withdrawal benefits GMWBs. From the Record of the Society of Actuaries, Volume 29, No. 1, Session 21pd.

Description: This article departs from the usual GMWB pricing approach by assuming that the policyholder is always smart enough to act in his/her own best interest.

Description: This article provides some insights in how to bring risk management into product development for VA guarantees.

Description: The panel discusses: 1. How fund transfers may affect expense recoveries through fee revenue 2.How transfers between fixed and variable funds may impact required capital 3. Product design features that affect the risk profile of the product and 4. Modeling considerations to quantify the policyholder behavior risk. From session 113PD of the 2001 Toronto Spring Meeting.