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Interest Rate Hedging on Traditional Life and Health
present value calculation is based on the current U.S. Treasury yield curve at each calculation point ... be appropriate. 3.3 Stochastic results The table below shows the NPV of statutory pretax book profits ...- Authors: Craig Reynolds, David Wang
- Date: Sep 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Interest Rate Hedging on Traditional Life and Health
Interest Rate Hedging on Traditional Life and Health This research report, part of ... risk; Research Projects – Finance/Investment The SOA's Committee on Finance Research is pleased to make available ...- Authors: Craig Reynolds, David Wang
- Date: Sep 2007
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Hedging interest Rate Risk in Traditional Life and Health Products
profitability has rather fat tails on both sides. The table below shows the distribution of profits for our ... when the shape of the yield curve changed. The table below summarizes the standard deviation of the ...- Authors: Craig Reynolds, David Wang
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Life Insurance>Pricing - Life Insurance