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Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation Presentation at the 41st ... sed: RS2LN w/ 1 corr. matrix and CCORR GARCH 17 of 20 Monte Carlo Monte Carlo experimentexperiment ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Hedging variable annuities: portfolio rebalancing frequency
Hedging variable annuities: portfolio rebalancing frequency This article examines how the choice ... Study: Key Rate Duration Adjustment By David Gibbs 17 Staff Corner By David Schraub 18 2017 Redington ...- Authors: Maciej Augustyniak, Mathieu Boudreault
- Date: Feb 2018
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Annuities