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Global Variable Annuity Relected in New Zealand Product Design
Global Variable Annuity Relected in New Zealand Product Design New Zealand is about to launch its first ... first variable annuity with guaranteed lifetime withdrawal benefits. The product design is mindful of ...- Authors: Murray Alan Hilder, Ralph Stewart
- Date: Jan 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: International News
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Individual annuities; Annuities>Investment strategy - Annuities; Annuities>Marketing and distribution - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Annuities>Variable annuities; Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investment policy; Finance & Investments>Investments
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A Stochastic Definition of Future Shares
A Stochastic Definition of ... Ramsay are discussed. A modification of Ramsay's definition is proposed and an application to life ... insurance reserves is presented. N/A; 798 1/1/2000 12:00:00 AM ...- Authors: José Garrido
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Pricing of Credit Derivatives
Pricing of Credit Derivatives This is the abstract of the paper 'Pricing of Credit Derivatives'. This talk will give ... ;Yield curve=Term structure;Credit risk; 803 1/1/2000 12:00:00 AM ...- Authors: David X Li
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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An Alternative Option Pricing Model
An Alternative Option Pricing Model A European call option pricing model similar to the Black-Scholes ... future. However, unlike Black-Scholes, the market's risk preference is recognized through a parameter ...- Authors: Joseph D Marsden
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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Challenges in Effectiveness Testing under FAS 133
Challenges in Effectiveness Testing under FAS 133 This 2001 article discusses the requirement ... effectiveness in the Financial Accounting Standards Board’s new statement on derivatives accounting, FAS 133, ...- Authors: Anson Glacy, Rob Royall
- Date: Jul 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]
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Bounds on Multiple Contingent Claims
Bounds on Multiple Contingent Claims These are the abstract and reference of the paper 'Bounds ... underlying asset. In this talk, we extend Lo's result to the multi-asset case. Unlike the one asset ...- Authors: Phelim Boyle, Xiaodong Sheldon Lin
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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Residual Risk When Hedging Delta and Rho of Equity Options
Input data included the daily closing value of the S&P 500 index price from Jan. 2, 1962 through Sept ... This procedure is roughly calibrated to historical S&P 500 re- turns. 10-YEAR PUT OPTION HEDGING For the ...- Authors: Mark Evans
- Date: Mar 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Enterprise Risk Management>Capital markets; Finance & Investments>Derivatives
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A Global Derivatives Framework for Banks to Centrally Manage and Hedge Market Risks in the Financial System
A Global Derivatives Framework for Banks to Centrally Manage and Hedge Market Risks in the ... Hedge Market Risks in the Financial System The bank’s customers viz. non-bank company often get into various ...- Authors: ABHISHEK SINGH CHAUHAN
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Derivatives
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Expected Returns on Indexed Credits
price return of an equity index (most often the S&P500), subject to a 0 percent floor, and a cap C ... insurer be- forehand. Written out mathematically, if S(t) is the equity price index, at time t, then the ...- Authors: Gary Hatfield
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional associations; Finance & Investments>Derivatives; Life Insurance>Universal life; Life Insurance>Marketing and distribution - Life Insurance
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A Few Comments on Academic Finance
A Few Comments on Academic Finance Discussion of significant anomalies in option pricing due ... some academics have raised red flags. Dr. David S. Bates in his paper, “Jumps and Stochastic Volatility: ...- Authors: Richard Joss
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives