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Efficient VA Hedging Instruments for Target Volatility Portfolios
Puts vs. Vanillas Introduction 11/12/2016 9:52:17 AM 2010 DB Blue template 10 Intuitively it should ... Comparable Instruments Methodology 11/12/2016 9:52:17 AM 2010 DB Blue template 11 We compare the PL ...- Authors: Society of Actuaries, Jon Spiegel
- Date: Nov 2016
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management