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Measuring Benefits of Variable Annuity Volatility Management Techniques
Measuring Benefits of Variable Annuity Volatility Management Techniques We analyze how volatility management techniques in VAs affected policyholders and insurance companies Enterprise Risk ...- Authors: Raghu Ramachandran, Aaron Sarfatti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Optimizing CPPI Investment Strategy for Life Companies
Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for CPPI strategies, taking into account discrete hedge times and market dislocations (gap risk). value at ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments