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Hedging and Other Mitigation Techniques
different products, different benefits and different dynamic lapse assumptions, for example. Then I'll talk ... a ratchet design. We'll talk about static and dynamic lapses and how that can influence the capital ...- Authors: Michael J O'Connor, George Christopher
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession>Standards of practice; Public Policy
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Risk Management Behind Variable Annuities
risk management tools, focusing specifically on dynamic hedging and some of the specifics involved. Mr ... also reinsure these or you can try some static or dynamic hedging. We're starting to get into more risky ...- Authors: Lance Berthiaume, Ari Lindner, George Christopher
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management