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  • Investment and Financial Markets Study Note
    .................................. 17 3.1.2 Dynamic hedging strategies ........................... ... annuity is still in the accumulation period. 3.1.2 Dynamic hedging strategies The hedging strategies discussed ...

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    • Authors: Michael Bean
    • Date: Jan 2018
  • Risks and Rewards Newsletter, July 2003, Issue No. 42
    Adequacy Ratio. Standard & Poor’s has created a dynamic model called “Financial Product Capital (FPC)” ... to measure the required economic capital. This dynamic model has been applied to non-insurance “books” ...

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    • Authors: Nino A Boezio, Catherine Ehrlich, Martin Roy, Larry Rubin, Hubert B Mueller, Douglas A George, Teri Geske, Michael Bean, John Ryding, Leo Tilman, David Ingram, Christian Gilles, Ajay Rajadhyaksha
    • Date: Jul 2003
    • Publication Name: Risks & Rewards
  • Stochastic Pricing
    scenario • survivorship • policyholder behavior (dynamic lapses, GMIB election rates, etc.) Our next ... behavior, but perhaps we may build a case for some dynamic lapse rates depending on the movement of the market ...

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    • Authors: W Steven Prince, Timothy Hill, Chris Stiefeling, Michael Bean
    • Date: Jun 2001
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models