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Implementing Risk Appetite for Variable Annuities
Implementing Risk Appetite for Variable Annuities 2011 Enterprise Risk Management Symposium, ... for implementing a company’s risk appetite statement for a variable annuity product. Derivatives;Financial ...- Authors: Nicholas Jacobi
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Risk appetite
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Exploring Policyholder Behavior in the Extreme Tail
Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme value ... This paper applies EVT to the study of variable annuity dynamic lapse behavior in the extreme tail. It ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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Implementing Risk Appetite for Variable Annuities
company’s risk appetite statement for a variable annuity product. A company’s unique risk profile changes ... define the risk capital allocated to the variable annuity business by risk class. Risk capital is typically ...- Authors: Nicholas Jacobi
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Variable annuities; Enterprise Risk Management