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Optimizing CPPI Investment Strategy for Life Companies
Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for CPPI strategies, ... Monthly AUGUST 2018 RISKS & REWARDS | 17 However, using a constant volatility and lognormal ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Minimum Guaranteed Benefits for Variable Annuities: Implementing Guidelines
for Variable Annuities: Implementing Guidelines 17 sample reserve calculation (Table 11) does produce ... see that the Standard & Poor's Index returns are 17%, you'll know that it's typically an annual return ...- Authors: James W Lamson, Timothy Hill
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting
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Hot Topics in Separate Account Products
Hot Topics in Separate Account Products This presentation, session number 7PD, took place at the 2000 Annual Meeting of the Society of Actuaries, ... 17 Figure 3 shows you what the effect is over 10 years ...- Authors: Hans U Gerber, Peter Tilley, Marshall C Greenbaum, Mary Hardy
- Date: Oct 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities