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Interest Rate Hedging on Traditional Life and Health
be appropriate. 3.3 Stochastic results The table below shows the NPV of statutory pretax book profits ... start of projection CFt = cash flow at time t Table 4.1.1 captures the P, D, and MaD calculated for ...- Authors: Craig Reynolds, David Wang
- Date: Sep 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Hedging interest Rate Risk in Traditional Life and Health Products
profitability has rather fat tails on both sides. The table below shows the distribution of profits for our ... when the shape of the yield curve changed. The table below summarizes the standard deviation of the ...- Authors: Craig Reynolds, David Wang
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Life Insurance>Pricing - Life Insurance