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Integrating Robust Risk Management Into Pricing: New Thinking For VA Writers
hedging/ derivatives teams, which might include dynamic hedging, semi-static hedges, and such. - Insurance ... Structured hedges, which are often hybrids between a dynamic hedge and full reinsurance. CONTINUED ON PAGE ...- Authors: Frank Zhang
- Date: Feb 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities