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Target Volatility Fund: An Effective Risk Management Tool for VA?
Heston Model In the Heston model, the equity return dynamic is described by the following stochastic differential ... potential. SVJD is therefore used widely in study- ing dynamic asset allocation for long-term investors. Due ...- Authors: Yuhong Xue
- Date: Oct 2012
- Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Product Matters!
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital markets; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset allocation; Life Insurance>Investment strategy - Life Insurance; Modeling & Statistical Methods>Scenario generation