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  • Hedging Variable Annuities: A Dealer's Perspective
    insurers are likely to consider and adopt static or dynamic hedging approaches, or a combination. In this article ... futures it needs to hedge its delta risk. The dynamic hedging approach typically entails the issuer shorting ...

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    • Authors: Edward A Mirsepahi
    • Date: Apr 2005
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Actuary Magazine
    • Topics: Enterprise Risk Management>Capital markets
  • The Actuary Vol. 31, No. 7 Value At Rick - New Tool Focuses The Hunt For Built-In Risk
    The Actuary Vol. 31, No. 7 Value At Rick - New Tool Focuses The Hunt For Built-In Risk This ... include dynamic solvency testing, capital adequacy testing, dynamic financial testing, and dynamic financial ...

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    • Authors: Harry H Panjer, Harry S Panjer
    • Date: Sep 1997
    • Competency: External Forces & Industry Knowledge
    • Publication Name: The Actuary Magazine
    • Topics: Enterprise Risk Management>Capital markets; Financial Reporting & Accounting; Modeling & Statistical Methods