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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
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Investment and Reinsurance Options with Dynamic Financial An
Investment and Reinsurance Options with Dynamic Financial An This abstract describes a paper in which ... simulation studies are made for dynamic financial analysis. Dynamic Financial Analysis;Simulation;Investment ...- Authors: Betül karagül, Samet Gencgonul
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Reinsurance
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The shape of the insurance marketplace in 2020
The shape of the insurance marketplace in 2020 This abstract describes a presentation that highlights ... the most popular brands, will be continually dynamic. Demographic shifts and the increasingly digitally ...- Authors: Linda L Golden
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Global Perspectives>Global markets
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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
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Dynamic Population Structure with Stochastic Mortality and Fertility Rates
Dynamic Population Structure with Stochastic Mortality and Fertility Rates This abstract describes a ...- Authors: Xiaoming Liu, Yu Lin
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Risk management