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ZZZ and ZZZZ Update
criteria apply to optional replication, which permits dynamic hedging of an aggregation of policyholder liabilities ... the wording changed, essentially, to reflect a dynamic total portfolio hedging strategy. The other main ...- Authors: Alan Downey, Martin E Goldman, James P Greaton
- Date: Jun 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Public Policy
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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
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Equity-Indexed Modeling
I'll discuss setting assumptions, including dynamic behavior. After that, I'll briefly touch on economic ... interest or equity product is what to do about the dynamic surrender assumption. I think there are some general ...- Authors: Alan Downey, Duc Ho, Scott Houghton
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods