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Risk Management, November 2004, Issue No. 3
rise in new- money rates will quickly change this dynamic. The fact that significant portions of an insurer’s ... representation of the process is required for the dynamic hedge. For the dynamics of the interest rate process ...- Authors: Francis Sabatini, Fred Tavan, Thomas Ho, Steven Craighead, Mary Hardy, David Ingram
- Date: Nov 2004
- Publication Name: Risk Management