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Education and Examination Committee of the Society of Actuaries Spring 2012 Financial Economic Theory and Engineering Overview Study Note
Education and Examination Committee of the Society of Actuaries Spring 2012 Financial Economic ... Equity-Linked Life Insurance, Hardy, 2003 • Ch. 8: Dynamic hedging for separate account guarantees • Options ...- Authors: Society of Actuaries
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession>Professional development
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Fall 2009 Exam AFE Case Study
the fund under tight delta limits, utilizing a dynamic hedging strategy derived from his model. We don’t ... agents. Specifically, we hope to determine the dynamic surrender behavior as a function of the In-The-Moneyness ...- Authors: Society of Actuaries
- Date: Nov 2009
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments