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Pricing Risk Management
been with the Western Southern Financial Group for 17 years. I’ve done many things in that timeframe, ... the GMDB attached actually. I think it was maybe 17 with the GMDB on a level scenario. But if I ran ...- Authors: Keith Dall, David T Henderson, Douglas Robbins
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
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2003 Life Spring Meeting Washington, D.C. - Session 7 PD
it can certainly be a very effective hedge. 9 17 What if I can’t get reinsurance, and static hedging ... correlated with GMDB and VA base profitability!! 17 33 In fact, EEDB is negatively correlated with ...- Authors: Keith Dall, David T Henderson, Douglas Robbins
- Date: May 2003