Research
Research Projects in Finance
Results of the Survey on Variable Annuity Hedging Programs for Life Insurance Companies
The Society of Actuaries' Committee on Finance Research is pleased to make
available the following report which describes the results of a recent survey
of industry practices on the mechanics and implementation of hedging programs
by life insurance companies. The survey was conducted by Charles Gilbert, K.
Ravindran, and Robert Reitano of the ALM institute.
Results of the Survey on Variable Annuity Hedging Programs for Life Insurance
Companies
The Committee on Finance Research wishes to thank the members of the Project Oversight
Group, listed below, for their valuable contribution.
- Tim Bischof
- Steven Craighead
- Hubert Mueller
- Ken Mungan
- Xiaohong Mo
- Max Rudolph
- Frank Sabatini
- Steven Siegel, SOA Research Actuary
- Jeanne Nallon, SOA Research Assistant