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  • Asset-Liability Management and Product Pricing In A Low-Interest-Rate Environment
    average five-year Treasury. We think that's the primary cause. A better test would be to find out if this ... do this. A lot of people in your company have direct incentives tied to sales. You're not going to make ...

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    • Authors: Henry Ramsey, Kimberly Curley, David Weinsier, Kimberly Roalkvam
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Enterprise Risk Management>Risk measurement - ERM; Life Insurance>Pricing - Life Insurance
  • Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
    Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products From a session at the Spring ... that much, we simply hedge once a day and don’t care what the movement is. With regard to the notional ...

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    • Authors: Anson Glacy, Francis Sabatini, Boris Brizeli, Scott Houghton, Kevin P Guckian, Henning Hasle, THOMAS K BAUER
    • Date: May 1999
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models