Variable Annuities by Ravindran, Kannoo -- Read -- Imperial Library of Trantor

Index

Cover Page Title Page Copyright Page Dedication Contents List of Figures List of Tables About the Editors About the Authors Preface SECTION 1: VARIABLE-ANNUITY PRODUCTS

Introduction 1. History and Development of the Variable-Annuity Market 2. North American Variable Annuities 3. Asia-Pacific Variable Annuities 4. European Variable Annuities

SECTION 2: IDENTIFYING AND QUANTIFYING RISKS

Introduction 5. Risks Underlying Variable Annuities 6. Valuation of Variable-Annuity Contracts 7. Valuation of Variable-Annuity Guarantees 8. Models Used to Quantify Risks in Guarantees 9. Models Used to Quantify Actuarial/Policyholder Behavioural Risks in Guarantees

SECTION 3: MANAGING RISKS IN VARIABLE ANNUITIES

Introduction 10. Overview of Commonly Used Risk Management Strategies 11. Using Product Development to Manage Risks 12. Using Reinsurance to Manage Risks 13. Using Capital Markets to Manage Risks 14. Putting It All Together: From Dynamic to Static

SECTION 4: MONITORING AND REPORTING RISKS

Introduction 15. Measuring and Reporting Hedge Efficiency 16. Measuring the Effectiveness of a Hedging Strategy 17. Experience and Lessons Learned: Does Hedging Work? 18. Issues Related to Running a Hedging Programme

SECTION 5: ACCOUNTING AND REGULATION

Introduction 19. An Overview of the Regulation of Variable Annuities 20. Variable Annuities: Accounting Challenges

SECTION 6: OTHER RELATED TOPICS

Introduction 21. Quantifying and Managing Basis Risk 22. Replication Portfolios and Hedging 23. Variable Annuities: An Equity Analyst’s Perspective 24. What Does Moody’s Look for when Evaluating Companies that Write Variable Annuities? 25. Liquidity in Global Derivatives Markets

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