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Hedging Challenges in Current Market Environment
Hedging Challenges in ... 10 20 11 20 12 20 13 20 14 20 15 20 16 20 17 20 18 U SD b ill io ns U SD b ill io ns ... 10 20 11 20 12 20 13 20 14 20 15 20 16 20 17 20 18 U SD b ill io ns Money Markets Bonds ...- Authors: Philippe Combescot
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Individual annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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Policyholder Behavior Experience Data and Modeling
3Q 09 3Q 10 3Q 11 3Q 12 3Q 13 3Q 14 3Q 15 3Q 16 3Q 17 3Q 18 GLWB Shock Lapse ATM <25% ITM 25%-50% ITM ... Withdrawal behavior is becoming more efficient 17 0% 50% Q1 2008 Q1 2009 Q1 2010 Q1 2011 Q1 ...- Authors: Timothy S Paris
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Capital - Annuities; Annuities>Fixed annuities; Annuities>Individual annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management; Annuities>Deferred annuities
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Analyzing Pension Surplus Risk for Liability Driven Investing and Practical Applications
000,000 50,000,000 60,000,000 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 49 51 ... 3.0% 3.5% 4.0% 4.5% 5.0% 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 49 51 ...- Authors: James Gannon, David Phillips, Stas MeInikov
- Date: Nov 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement; Pensions & Retirement>Risk management
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Efficient VA Hedging Instruments for Target Volatility Portfolios
Puts vs. Vanillas Introduction 11/12/2016 9:52:17 AM 2010 DB Blue template 10 Intuitively it should ... Comparable Instruments Methodology 11/12/2016 9:52:17 AM 2010 DB Blue template 11 We compare the PL ...- Authors: Society of Actuaries, Jon Spiegel
- Date: Nov 2016
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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Market Landscape
2000 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 S& P 5 0 0 Q u ar te rl y V A S ... available or elected VA sales - GLB elected $95 - $100 $17 - $18 $36 - $38 $42 - $44 VA Sales By GLB Source: ...- Authors: Teodor Panaisitor , Todd Geising
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Expenses - Annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management; Annuities>Deferred annuities
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A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance
A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance The ... Pricing • Historical prices produced by Bates model 17 Historical Pricing Cap relationship between P2P ...- Authors: Pawel Konieczny
- Date: Nov 2016
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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An Exploration of Lifecycle Finance
using Daily Treasury Yield Curve Rates as of May 17, 2019. Source: https:// www .treasury .gov /resource ... purchase a 100% joint and survivor annuity as of May 17, 2019. Source: www.BlueprintIncome.com The challenge ...- Authors: Matthew Brady
- Date: Sep 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Retirement Section News
- Topics: Economics; Economics>Financial economics; Pensions & Retirement; Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Plan design; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management; Pensions & Retirement>Post retirement risks
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Session 027: Managing Risk for Underfunded Pension Plan
Session 027: Managing Risk for Underfunded Pension Plan Legislative changes and the economic environment ... underfunded defined benefit plans Plan financing 17 Source: Alliance Pension Consultants. Year 2019 ...- Authors: Kathleen Brolly, Christopher Wittemann, Chad Keuneke
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management
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A New Risk Metric for Defined Benefit Pension Plans
A New Risk Metric for Defined Benefit Pension Plans This paper uses stochastic simulation technology ... lowered to effectively a risk‐free rate. 17 3. Modifications for corporations The plan ...- Authors: Thomas D Bergan, David Fishbaum
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Pensions & Retirement>Risk management