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Summary Of Presentation Delivered At The SOA 2009 Annual Meeting “Hedging For Life Insurers—What’s Next For Variable Annuities?”
present value of its future cash flows. Successful dynamic hedging of VA market risks relies upon the ability ... of time. Such movements can be problematic for dynamic hedging programs both mathematically and operationally ...- Authors: David Maloof
- Date: Feb 2010
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Dynamic simulation models
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Implications of Real World Customer Behavior in RiskNeutral Hedging
Implications of Real World Customer Behavior in RiskNeutral Hedging This article discusses ... guarantee, but this is path dependent and contains dynamic customer behavior. Thus, this model permits analysis ...- Authors: Mark Evans
- Date: Aug 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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The Coming Revolution in Risk Management
The Coming Revolution in Risk Management This articles describes some of the industry issues that ... and a predictive model. Like the First Law, dynamic financial analysis (DFA), for example, is a pr ...- Authors: Lilli Segre Tossani
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models