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  • EXPOSED! Variable Annuity Stochastic Requirements
    EXPOSED! Variable Annuity Stochastic Requirements discussion of the ongoing developments in reserving and risk-based capital RBC requirements for variable annuities including stochastic scenario ...

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    • Authors: James W Lamson
    • Date: May 2004
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
  • RILA GLWB Designs and Market Risk Analysis
    RILA GLWB Designs and Market Risk Analysis An overview of guaranteed lifetime withdrawal benefits (GLWB) on registered index-linkedannuity (RILA) products and a stochastic analysis of market ...

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    • Authors: Matthew Kevin Heaphy, Nicholas Carbo, David J Elliott
    • Date: May 2023
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Product Matters!
    • Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Guaranteed living benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
  • C3 Phase II – Practical Insights for this Year End
    C3 Phase II – Practical Insights for this Year End A discussion of the possible effort required and impacts resulting from the implementation of C3 Phase II for establishing risk-based capital ...

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    • Authors: Timothy J Ruark
    • Date: Dec 2005
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: The Financial Reporter
    • Topics: Annuities>Capital - Annuities; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
  • Understanding the Riskiness Of A GLWB Rider For FIAs
    Understanding the Riskiness Of A GLWB Rider For FIAs The article explores impact of resetting cap vs static cap choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, ...

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    • Authors: Pawel Konieczny, Jae Jung
    • Date: Apr 2016
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
  • Loaded Participation Rates For Equity-Indexed Annuities
    Loaded Participation Rates For Equity-Indexed Annuities This paper first derives the fair participation rate based on a fair value of the equity-indexed annuity EIA. Then using risk measures, a ...

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    • Authors: PATRICE GAILLARDETZ, Youssef Joe Lakhmiri
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Annuities>Equity-indexed annuities; Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models
  • Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits,
    Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits, The purpose of this discussion is to introduce a few additional points and discuss how ...

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    • Authors: Mark Evans, Application Administrator
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Actuarial Practice Forum
    • Topics: Annuities>Variable annuities; Economics>Financial economics; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
  • Modeler Q&A with David Yu
    Modeler Q&A with David Yu Modeling experience sharing by David Yu who leads the retirement product and asset model development team within Prudential Financial Modeling ...

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    • Authors: Hoi Kwan, Donghai Yu
    • Date: Nov 2018
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Annuities>Group plans - Annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling
    Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling Discusses the interactions between dynamic lapses and interest rates in stochastic modeling for variable annuities.

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    • Authors: Yuhong Xue
    • Date: Jun 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Product Matters!
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
  • GPUs: How We Went From Zombie Blood Splatter To Financial Projections
    GPUs: How We Went From Zombie Blood Splatter To Financial Projections GPUs are structured differently from CPUs in that they are designed to process many small programs or functions ...
    • Authors: Chris Stiefeling
    • Date: Oct 2013
    • Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: CompAct
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Computer science; Technology & Applications>Software
  • RBC C3 Phase II: Easier Said Than Done
    RBC C3 Phase II: Easier Said Than Done Results of an industry survey on life insurance companies' efforts to implement the recently adopted Life Risk-Based Capital Phase II Instructions, ...

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    • Authors: Patricia Matson, Don Wilson
    • Date: Mar 2006
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Actuarial Profession>Best practices; Annuities>Reserves - Annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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