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  • Actuarial and Financial Valuations of Guaranteed Annuity Options
    of conceptual and practical issues involved in dynamic hedging of the interest rate risk. Wilkie et ... Hardy (1998), in which modern option pricing and dynamic hedging techniques are used. 5.1 Option pricing ...

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    • Authors: SHANGXUE GAO, RUOWEI ZHOU
    • Date: Nov 2010
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Pensions & Retirement>Plan design