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Hedging Insurance Company Surrender Risk
Insurance Company Surrender Risk This article reviews the dynamics of surrender risk, briefly discusses current ... current valuations in the Interest Rate option markets and presents some tailored structured hedging instruments ...- Authors: Moosa Aziz, Gregory Slawsky, Aurelien Villac
- Date: Mar 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risk Management
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Risk measurement - ERM