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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 ... of the longevity risk on immediate annuities. Annuity reserves;Assumptions;Economic capital;Principles-based ...- 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 ... approaches for variable annuity business are not working very well in today's market turmoil. Guaranteed ...- 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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Challenges of Managing Interest Rate Risk: Part 2—How to get the Most Insight out of a Company's Assets and Liabilities
Part 2—How to get the Most Insight out of a Company's Assets and Liabilities There will be inflection points ... the Inflection Points In the graph of an instrument’s value against parallel movement in the interest rates ...- Authors: Dariush Akhtari
- Date: May 2024
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments
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The Efficient Policyholder Approach to Pricing Guaranteed Minimum Withdrawal Benefit Riders
Management | SEPTEMBER 2009 | 33 C H A I R S P E R S O N ’ S C O R N E R The Efficient Policyholder Approach ... make a series of withdrawals from a variable annuity fund, with the guarantee that the total value ...- 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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Report on the CAS COTOR Risk Premium Project Update
liability insurance was published in 2000 (see Cummins et al., 2000; the RPP I report). This report widened ... the Casualty Actuarial Society (CAS) and began in 2000 with RPP I, a review of the actuarial and finance ...- Authors: Hato Schmeiser, Martin Eling
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Case Study: Economic Capital Analysis at Guardian [The Early Years]
| Risk Management c H a i R s P e R s o n ’ s c o R n e RR i s k Q U a n t i F i c at i o n mary ... 99 percent. A few European companies, and some U.S. companies, have used this approach. One of the ...- Authors: Barbara Snyder, Ben H Mitchell
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Analyzing Credit Concentrations
CONTINUED ON PAGE 20 c H a i R s P e R s o n ’ s c o R n e RR i s k Q U a n t i F i c a t i o n diane ... effects and second-order effects, as summarized in Table 1. To attribute a portion of this risk to migration ...- Authors: Diane M M T Reynolds
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments
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Actuarial Review of Insurer Insolvencies and Future Preventions
and 2015 across property and casualty, life and annuity, and health insurance in the United States and ... over a five-year period prior to the insolvency. U.S. insolvencies peaked in the early 1990s. Property ...- Authors: David Heppen
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: ... risk, in the Basel Committee on Banking Supervision’s Basel II definition, is unlikely to be a significant ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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Structural Credit Risk Modeling: Merton and Beyond
yu_wang@manulife.com. c H a i R s P e R s o n ’ s c o R n e RR i s k Q U a n t i F i c at i o n which ... which are used in (11) to determine credit spread s. term Structure of creDit SPreaDS unDer merton moDel ...- Authors: YU WANG
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods