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Cash-Flow Testing Issues for Equity-Indexed and Variable Products
by no means an easy thing to replicate. Your dynamic hedging strategy should at least delta match the ... as we described earlier. You want to consider dynamic strategies, although they are more difficult ...- Authors: Application Administrator, Alan Downey, Larry M Gorski
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Financial Reporting & Accounting