Announcement: SOA congratulates the new FSAs for June 2024.

1 - 4 of 4 results (0.39 seconds)
Sort By:
  • 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 ...

    View Description

    • 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
  • A Seminar in Beijing: Applications of Derivatives of Life Company Risk Management
    A Seminar in Beijing: Applications of Derivatives of Life Company Risk Management Recaps April 2015 ... quantitative analysts are very well versed in dynamic derivative replication, volatility In North ...

    View Description

    • Authors: Peter H Sun
    • Date: Aug 2015
    • Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Portfolio management - Finance & Investments
  • VA GMxB And Delta Hedging In October ’08 And Beyond
    with the product pricing of the guarantees. • Dynamic internal hedging. The firm dynamically manages ... leave material residual market risks behind. The dynamic internal hedging approach is the most commonly ...

    View Description

    • Authors: Craig Turnbull
    • Date: Feb 2009
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities
  • Dynamically Hedging Insurance Product Risk
    Dynamically Hedging Insurance Product Risk Dynamically Hedging Insurance Product Risk by Marshall ... Rewards Newsletter, April 2000, Issue No. 34. A dynamic hedging program cab be an effective solution to ...

    View Description

    • Authors: Marshall C Greenbaum
    • Date: Apr 2000
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: Risks & Rewards
    • Topics: Annuities; Finance & Investments>Portfolio management - Finance & Investments