How to Make Guarantees on VAs Worth More than the Paper They're Written Onwhat Ari will be talking about. They'll have a direct impact on the capital requirement with the credit ... capital of a direct writer through a reinsurance program. We built a model from a direct writer's perspective ...
Description: From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas, June 14-15, 2004 This session discusses emerging capital and reserve requirements on Variable annuities with guaranteed benefits and the effect that hedging/capital management strategies can have.Hide
- Authors: Ari Lindner, Jason Kehrberg
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models