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Valuation and Capital Requirements for Guaranteed Benefits in Variable Annuities
being hedged in a static or dynamic hedging fashion? If one is using dynamic hedging, what kind of operational ... of similar instruments. So unless you're doing dynamic hedging and you're taking care of the lapse and ...- Authors: Robert A Brown, Thomas Campbell, Larry M Gorski
- Date: Oct 2002
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits