Description: This abstract describes a paper that analyze the impact of subjective mortality beliefs on policyholder behavior for withdrawal guarantees in Variable Annuities and to assess the financial consequences for life insurers.

Description: This abstract describes a presentation that describes a comprehensive risk analysis of participating life insurance products with a particular focus on the impact of product design.

Description: This abstract describes a paper that investigates model uncertainty arising from different ways of treating the operational loss data collection threshold.

Description: the abstract for the paper Analysis of Trends in the Age-Specific Shape of Mortality Curves for Populations in the United States and Japan.

Description: The abstract for the paper Operational Risk Management in Local Chinese Securities Companies.

Description: Abstract of paper that discusses a new funding method that would make the recommended contribution for funding purposes for public DB plans subject to an overriding minimum contribution OMC calculation.

Description: This is an abstract article about guaranteed minimum income benefit riders by Claymore Marshall and David Saunder. ARCH 2008, Issue 1.

Description: This abstract is for a paper that discusses an approach which will address typical concerns involved with existing scenario reduction techniques while also looking at the ongoing issues associated with any scenario selection method.

Description: This abstract is for a paper on an insurance company using diffusion approximation to find the optimal dynamic reinsurance retention together with the optimal dynamic investment strategy, to maximize the expected exponential utility at a fixed terminal time or to minimize the ruin probability.

Description: This is the abstract for the presentation on option pricing with stochastic volatility: applying Parseval's theorem.