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Results of the Survey on Variable Annuity Hedging Programs for Life Insurance Companies

Research Projects – Finance/Investment


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 programsby 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

Thank You

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

Questions Or Comments?

If you have comments or questions, please send an email to research@soa.org.