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  • Hedging Variable Annuity Guarantees: A Practical Discussion
    Once the reinsurance market started to dry up, the direct writers had to look at other alternatives. Not ... there are even differences of opinion within our primary auditor in terms of how you should go about valuing ...

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    • Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
  • Dynamic Hedging
    past have put some sort of tail risk back on the direct writer. The 40 basis points is intended to be ... reinsurance has always been an attractive proposition to direct writers is due to its ability to reduce the volatility ...

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    • Authors: Marshall C Greenbaum, Kannoo Ravindran
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Enterprise Risk Management>Financial management; Life Insurance
  • Managing Equity Guarantees
    And luckily all the children said, ah, we don't care. So it's very good news for the country that the ... position in D.C. because his children really don't care about $250 million that they'll be losing. But ...

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    • Authors: Hubert B Mueller, Gilbert Lacoste, Darin Zimmerman, Thomas Ho, Elinor Friedman
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Enterprise Risk Management>Financial management; Life Insurance
  • Risk Management Issues for Variable and Equity-Indexed Annuities
    given the lapse/mortality typically stays with the direct writer. In using this strategy, you would have ... who is doing the hedging. I've seen examples of direct companies where dynamic hedging can be more expensive ...

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    • Authors: Charles L Gilbert, Darin Zimmerman, Kannoo Ravindran
    • Date: Oct 2002
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Equity-indexed annuities; Annuities>Variable annuities
  • Phase 2 of the C-3 Project Update
    Phase 2 of the C-3 Project Update Presented at May 2002 Spring Meeting. Discusses the status of the second ... where we are, either, so somehow we have to take care of these transition problems. Phase 2 of ...

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    • Authors: Alastair G Longley-Cook, David Sandberg, Daniel Patterson
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investments; Global Perspectives; Life Insurance