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  • Lessons Learned from 25 Years of Equity Guarantees
    2000– 01 recession. Similarly, the emergence of dynamic multi-greek hedging strategies did not protect ... approach to fund management or risk management/dynamic hedging. Per- haps policyholder behavior will become ...

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    • Authors: Ari Lindner
    • Date: Aug 2017
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Strategy development
    • Publication Name: Risks & Rewards
    • Topics: Actuarial Profession>Professional associations
  • The Growing Demand for More Robust Economic Scenario Generators
    The Growing Demand for More Robust Economic Scenario Generators Reviews basic desirable ... contracts, managing derivatives hedging programs and dynamic asset allocation strategies, and calculating capital ...

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    • Authors: Ken Griffin, Hal Warren Pedersen
    • Date: Aug 2016
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Asset liability management
  • An Introduction to Private Equity and Infrastructure Investing
    An Introduction to Private Equity and Infrastructure Investing Provides an overview of special ... Frank Grossman 12 On The Importance Of Hedging Dynamic Lapses In Variable Annuities By Maciej Augustyniak ...

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    • Authors: David Rogers, John W. Gray
    • Date: Aug 2015
    • Competency: Professional Values>Practice expertise; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments
  • On the Importance of Hedging Dynamic Lapses in Variable Annuities
    On the Importance of Hedging Dynamic Lapses in Variable Annuities Decomposes guaranteed minimum maturity ... GARCH model. Performs sensitivity analysis on dynamic lapse assumption. asset liability management=ALM; ...

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    • Date: Aug 2015
    • Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Finance & Investments>Asset liability management
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