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A Tale of Two Risk Management Strategies: Risk Measure Based
Value-at-Risk(VaR) and Tail- Value-at-Risk(TVaR), etc; (2) dynamic hedging. The latter is increasingly more popular ... cost-saving alternative to the common practice of dynamic hedging of gross liabilities. The finding of this ...- Authors: Bingji Yi, Runhuan Feng
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Life Insurance