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  • Hedging Challenges in Current Market Environment
    Hedging Challenges in ... 10 20 11 20 12 20 13 20 14 20 15 20 16 20 17 20 18 U SD b ill io ns U SD b ill io ns ... 10 20 11 20 12 20 13 20 14 20 15 20 16 20 17 20 18 U SD b ill io ns Money Markets Bonds ...

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    • Authors: Philippe Combescot
    • Date: Nov 2019
    • Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Individual annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
  • 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 ...

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    • 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
  • A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance
    A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance The ... Pricing • Historical prices produced by Bates model 17 Historical Pricing Cap relationship between P2P ...

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    • Authors: Pawel Konieczny
    • Date: Nov 2016
    • Competency: External Forces & Industry Knowledge; 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