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Valuation of Equity-Linked Insurance Using Risk Measures
Valuation of Equity-Linked Insurance Using Risk Measures This is the abstract of a paper ... equity-indexed annuities using risk measures and presents dynamic hedging strategies underlying these valuations ...- Authors: PATRICE GAILLARDETZ
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Equity-indexed annuities; Enterprise Risk Management>Capital management - ERM
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Loaded Participation Rates For Equity-Indexed Annuities
contract. The hedging errors are extracted from the dynamic hedging strategy. Using risk measures, we then ... equity-linked contract using the financial approach. The dynamic hedging strategy underlying the fair valuation ...- Authors: PATRICE GAILLARDETZ, Youssef Joe Lakhmiri
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Equity-indexed annuities; Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models
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Risk Management Issues for Variable and Equity-Indexed Annuities
Figure 8 is the picture in my head of what a good dynamic lapse rate formula would look like for equity-indexed ... are some vesting schedules, but your ordinary dynamic lapse formulas aren't going to work. They look ...- Authors: Charles L Gilbert, Darin Zimmerman, Kannoo Ravindran
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Annuities>Variable annuities