Insurance Risk
Life & Pensions -- New Website Intro
Life & Pensions editor Aaron Woolner introduces readers to the magazine's new online portal.
Calculation of variable annuity market sensitivities using a pathwise methodology
Under traditional finite difference methods, the calculation of variable annuity sensitivities can involve multiple Monte Carlo simulations, leading to high computational cost. A pathwise approach reduces this dramatically, while providing an unbiased…
When reality bites
Editor's letter
Firm or flexible?
Fonchim, Italy's largest occupational pension scheme, has been spared the worst of the fallout from the credit crunch thanks to tough investment laws. But the question over whether to loosen asset restrictions may be back on the table. Blake Evans…
The PPF principle
The result of the recent economic dislocation is an increase in corporate insolvencies - many of which will result in deficit-ridden pension schemes falling into the lap of the UK's Pension Protection Fund. It is timely that the organisation has reviewed…
AIG picks non-exec chairman
People
Obama anoints new PBGC chair
People
Pension rankings 2009
In a year of hectic volatility on the markets, Deutsche Bank has held its top position in this publication's pension rankings - but it is all change in the consulting category. Andrew Sheen reports
On debt row
ALM
Knot leaves DNB for Ministry
People
ZFS appoints Martin Senn CEO
People
Fit to size
The one-size-fits-all approach of Solvency II's standard formula has left insurers with a dilemma. Should they use a standard model that is not appropriate to their business strategy, or opt for an internal model that is expensive and time-consuming for…