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  • Interest Rate Hedging on Traditional Life and Health
    particularly that these results do not reflect any dynamic policyholder behavior. Were we to model, for example ... DV01 hedge strategy we used is not a completely dynamic strategy. It is a strategy in which positions ...

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    • Authors: Craig Reynolds, David Wang
    • Date: Sep 2007
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management