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Use of Derivatives by the Insurance Industry
Caps 1 600,000 1 3,700 Equities Calls 11 1,403,632 17 768,887 Puts 11 938,673 32 1,488,350 Foreign Currency ... Calls 4 279,914 – – Puts 7 3,324,720 – – Caps 17 10,300,256 1 212,787 Floors 8 6,602,407 – – Corridors ...- Authors: Larry M Gorski, Warren Luckner, David J Cummins, Lucien Burnett, Richard D Phillips, Thomas A McAvity
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Weird Science: Dissection of Derivatives
Weird Science: ... Volume 24, No. 1* Maui I Spring Meeting June 15-17, 1998 Session 45OF Weird Science: Dissection ... in a realistic and efficient manner. 17 Weird Science: Dissection of Derivatives From an ...- Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives