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So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed Annuities
So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed Annuities This session at the SOA 2003 Washington, DC Spring Meeting examines the ...- Authors: Daniel Patterson, Marshall C Greenbaum, Jun Zhuo, D Kent Freeman
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB
The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB This paper proposes a general definition for economic capital, EC, that can be applied to ...- Authors: Jun Zhuo, Seong Weon Park
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Economic capital