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  • So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed Annuities
    So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and ... can swamp your delta hedging and become your primary source of risk if you're not careful. After ...

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    • Authors: Daniel Patterson, Marshall C Greenbaum, Jun Zhuo, D Kent Freeman
    • Date: May 2003
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • Credit Derivatives
    Credit Derivatives In this session from the 2005 SOA New Orleans Meeting, panelists discuss the ... and so the bonds got hit pretty hard. That took care of the other side of that trade. In a mad scramble ...

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    • Authors: Jason Steigman, Michael R Vasseghi
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives