1
-
5
of
5
results (0.45 seconds)
Sort By:
-
Efficient VA Hedging Instruments for Target Volatility Portfolios
Efficient VA Hedging Instruments for Target Volatility Portfolios The speaker of this session will provide a bottom up analysis and categorization of the $200 billion of volatility control funds ...- 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
-
Revisiting Pension Actuarial Science: A Five-Part Series – Part 3, Fair Value of the Liability – A Market-Based Discount Rate
Revisiting Pension Actuarial Science: A Five-Part Series – Part 3, Fair Value of the Liability – A Market-Based Discount Rate Part 3 proposes solutions to the third of three flaws of the current ...- Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
-
A New Risk Metric for Defined Benefit Pension Plans
A New Risk Metric for Defined Benefit Pension Plans This paper uses stochastic simulation technology to present a risk metric for defined benefit pension plans that provides improved measures of ...- 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
-
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 speaker of this session will discuss some common difficulties one encounters when dealing with ...- 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
-
Managing Funding Ratio Risk and Return
Managing Funding Ratio Risk and Return This article provides key insights and data samples about various approaches to pension investing. Article from Risk and Rewards, August 2006, Issue No. 48.- Authors: Aaron Meder
- Date: Aug 2006
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Pensions & Retirement>Pension finance; Pensions & Retirement>Risk management