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Economic Capital: A Case Study to Analyze Longevity Risk
Economic Capital: A Case Study to Analyze Longevity Risk In this article, the author discusses the capital shortfall an insurer faces because of the longevity risk on immediate annuities. Annuity ...- Authors: Stuart Silverman
- Date: Sep 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Payout annuities; Enterprise Risk Management
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Variable Annuity: Risk Management Through Breakthrough Product Innovation
Variable Annuity: Risk Management Through Breakthrough Product Innovation Current risk management approaches for variable annuity business are not working very well in today's market ...- Authors: Xiaokai Shi, Yungui Hu
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives
Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives Competition for space in distribution channels has resulted in a proliferation of exotic options embedded in variable ...- Authors: Michelle Smith, Roma Jakiwczyk, Edward Wilson, Mark Evans
- Date: Nov 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Finance & Investments>Derivatives
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Managing Investment Risks in Contractual Designs
Managing Investment Risks in Contractual Designs Life and annuity markets around the world have seen increasingly complex investment-combined products, including universal life, fixed indexed ...- Authors: Runhuan Feng
- Date: Sep 2021
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Modeling & Statistical Methods; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options Description of the increased gamma of the liabilities of a portfolio of variable ...- Authors: David Ross, Charles L Gilbert, John Wiesner
- Date: Mar 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Summary of Risk Management Research on Policyholder Behavior in the Tail Survey
Summary of Risk Management Research on Policyholder Behavior in the Tail Survey Summary of recent surveys to life actuaries regarding assumptions surrounding policyholder behavior in the tail for ...- Authors: Jeffrey Hartman
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Policyholder Behavior in the Tail: Variable Annuity Guaranteed Benefits Survey Results
Policyholder Behavior in the Tail: Variable Annuity Guaranteed Benefits Survey Results This article provides an excerpt of the results of a survey on policyholder behavior in the tail with ...- Authors: James Reiskytl
- Date: Mar 2006
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities
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The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders
The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders This article departs from the usual GMWB pricing approach by assuming that the policyholder is always ...- Authors: Lloyd A Foster
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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La gestion des risques d’investissement dans les conceptions contractuelles de produits
La gestion des risques d’investissement dans les conceptions contractuelles de produits Life and annuity markets around the world have seen increasingly complex investment-combined products, ...- Authors: Runhuan Feng
- Date: Sep 2021
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Modeling & Statistical Methods; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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Guaranteed Annuity Options or a Fine Mess
Guaranteed Annuity Options or a Fine Mess This article discusses the problems created by the options in unit-linked annuities in the UK, variable annuities in the US and segregated fund contracts ...- Authors: Mary Hardy
- Date: Nov 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities; Global Perspectives