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Report On Pricing Using Market Consistent Embedded Value (MCEV)
given to discretionary management actions and dynamic policyholder behavior. Frictional costs of ... important that the TVOG calculation reflect any dynamic behavior favorable to the policyholder, as well ...- Authors: Zohair Motiwalla, David Wang, Novian Junus, Society of Actuaries
- Date: Jul 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance
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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