The video features Chris Onken, a principal and consulting actuary at Milliman. It focuses on identifying equity volatility risk and fundamental strategies to manage it. The discussion covers various types of volatility, including realized, implied, constant, and stochastic volatility, and their applications in projecting asset price volatility. Additionally, the video explores static and dynamic hedging techniques for managing volatility risk. This video provides valuable insights for professionals in the insurance industry.
Contributors: Chris Onken, FSA, MAAA; Fiona Fan, FSA, MAAA; Emilia Bruera, FSA; Jon Forster ASA, MAAA