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RILA GLWB Designs and Market Risk Analysis
assumptions for utilization of rider benefits and dynamic surrenders; profitability will vary if behavior ... strategies should consider other methods, such as dynamic hedging (e.g., as seen on traditional variable ...- Authors: Matthew Kevin Heaphy, Nicholas Carbo, David J Elliott
- Date: May 2023
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Guaranteed living benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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Hedging Variable Annuity Guarantees: A Practical Discussion
issues you have to deal with. Are you going to do dynamic hedging or static hedging? The breadth of hedge ... probably not the right answer. Nor is a completely dynamic hedging strategy that is only hedging the immediate ...- Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models