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Variable Annuities and Segregated Funds - Guaranteed Benefits Valuation Issues
customized or publicly traded puts. You can even use dynamic hedging by combining puts, calls, and futures and ... kind of taking the delta hedge one step forward: dynamic hedging, or really trying to replicate and match ...- Authors: Stephen Preston, Jonathan Wooley, Craig Fowler
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Financial Reporting & Accounting
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Introduction and Overview - 1999 Valuation Actuary Symposium
replace the existing C-3 requirements with a more dynamic approach, and this project has been underway for ... the actuary, which is similar to the existing dynamic financial condition analysis reports. This viability ...- Authors: J Duran, Charles D Friedstat, Stephen Preston
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Public Policy