Description: The video features Chris Onken, a principal and consulting actuary at Milliman. It focuses on identifying equity volatility risk and fundamental strategies to manage it. The discussion covers various types of volatility, including realized, implied, constant, and stochastic volatility, and their applications in projecting asset price volatility. Additionally, the video explores static and dynamic hedging techniques for managing volatility risk. This video provides valuable insights for professionals in the insurance industry.

Description: Survey of appointed actuaries about asset adequacy testing techniques currently being used in 2012.

Description: This article describes methods for addressing technical challenges related to modeling asset cash flows for PBR reserve projections.

Description: The article describes the key components of actuarial model, leading practices in designing them, and characteristics of well-built models.

Description: The article explores impact of resetting cap vs static cap choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, analysis of a Monthly Sum Cap is provided showing impacts of particular choices of market models (e.g. Black, Heston, Bates) used to price this deal.

Description: This article suggests ways for small insurance companies to obtain modeling information on more intricate assets, such as collateralized mortgage obligations [CMO], at a low cost.

Description: This study note focuses on actuarial applications and loss distributions for insurance products.

Description: This paper presents a model that projects withdrawal and investment returns for a hypothetical retirement account. From Retirement Needs Framework, M-RS00-1.

Description: In a stochastic world consideration of only a few deterministic scenarios can potentially be dangerous. The aim of the present research is to study the computation of the cost of mismatch using stochastic interest rate models instead of scenario testing. In this paper, two commonly used Stochastic interest rate models are considered: the one introduced by Vasicek 1977 and the one proposed by Cox, Ingersoll and Ross 1985.

Description: Article discusses possible effects of negative interest rates on product development, risk management, investment management and in-force management.