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Equity-Indexed Annuities: Modeling and Product Design
Equity-Indexed Annuities: Modeling and Product Design Panelists discuss: [1] an overview ... activities with the NAIC and elsewhere, and [3] dynamic hedging. Session 31PD of the 2005 Valuation Actuary ...- Authors: Daniel Patterson, Eric Carlson, John Roeger
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Equity-indexed annuities
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So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed Annuities
following hedging considerations are explored: · Dynamic versus static hedging; · Full protection versus ... and Dan Patterson is going to talk about his dynamic hedging experience with EIAs. Before turning ...- 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
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Phase 2 of the C-3 Project Update
Phase 2 of the C-3 Project Update Presented at May 2002 Spring Meeting. Discusses the status of the ... is this larger risk picture. They also have dynamic capital adequacy testing. You look at your new ...- Authors: Alastair G Longley-Cook, David Sandberg, Daniel Patterson
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investments; Global Perspectives; Life Insurance