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Managed Strategies
terms in the marketplace Allocation based: dynamic allocation, multi-strategy, multi-asset, risk parity ... Most risk managed funds employ some form of dynamic allocation between risky and less risky assets ...- Authors: Marshall C Greenbaum
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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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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Pricing and Managing Derivative Risk: An Integral Risk Function
the tail and work your way up. We'll talk about dynamic hedging and active hedge programs. It's a theoretically ... will not necessarily give you full credit for dynamic hedging programs. If so, it will be sub-optimal ...- Authors: James P Greaton, Paul Haley, Novian Junus, Marshall C Greenbaum, Howard Zail
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Dynamic Hedging
Dynamic Hedging Presented at May 2002 Spring Meeting. Discusses the nature of the risks associated ...- Authors: Marshall C Greenbaum, Kannoo Ravindran
- 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>Financial management; Life Insurance
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The Impact of Policyholder Behavior on Variable Annuities
changes. Therefore, the parameters themselves are dynamic. The next question is, how do exchanges affect ... In terms of reinsurance, there’s an interesting dynamic in the reinsurance market. Reinsurers saw that ...- Authors: Marshall C Greenbaum, Kenneth Mungan, Ulrich Stengele
- Date: Jun 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Hot Topics in Separate Account Products
Hot Topics in Separate Account ... 2 Dynamic Investment Fund Protection," and he will indicate ... the way I've approached it, is to do a fully dynamic stochastic Monte Carlo model. This approach lets ...- Authors: Hans U Gerber, Peter Tilley, Marshall C Greenbaum, Mary Hardy
- Date: Oct 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
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Risks and Rewards Newsletter, April 2000, Issue No. 34
equity market risk inherent in VA product using a dynamic hedging program. A case study is presented in which ... benefits (reduced cash flow variability) of a dynamic hedging program are compared to both a reinsurance ...- Authors: Nino A Boezio, Josephine Marks, Marshall C Greenbaum, Robert Brown, Carl E Walsh, Daniel L Thornton, Frank Schmid, Joel Prakken, Jim Sweeney
- Date: Apr 2000
- Publication Name: Risks & Rewards
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Dynamically Hedging Insurance Product Risk
Dynamically Hedging Insurance Product Risk Dynamically Hedging Insurance Product Risk by Marshall ... Rewards Newsletter, April 2000, Issue No. 34. A dynamic hedging program cab be an effective solution to ...- Authors: Marshall C Greenbaum
- Date: Apr 2000
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Risks & Rewards
- Topics: Annuities; Finance & Investments>Portfolio management - Finance & Investments