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.
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
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