1
-
2
of
2
results (0.39 seconds)
Sort By:
-
A Tale of Two Risk Management Strategies: Risk Measure Based
Value-at-Risk(VaR) and Tail- Value-at-Risk(TVaR), etc; (2) dynamic hedging. The latter is increasingly more popular ... cost-saving alternative to the common practice of dynamic hedging of gross liabilities. The finding of this ...- Authors: Bingji Yi, Runhuan Feng
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Life Insurance
-
Pricing and Hedging GMWBs in a Binomial Model
Pricing and Hedging GMWBs in a Binomial Model This abstract describes a paper that considers ... it is proven that the fair fee rate enables a dynamic delta hedging strategy. Similar results hold when ...- Authors: Menachem Wenger, Cody Hyndman
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities