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Capital and Hedge Modeling for Variable Annuities
Capital and Hedge Modeling for Variable Annuities Panelists discuss economic capital, capital ... variable annuities. Session 34PD of the 2005 Valuation Actuary Symposium. Guaranteed living benefits=GLB; ...- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models