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Equity-Indexed Products: Managing the Beast
change in some underlying base. Delta is the primary greek. You've probably heard the term "delta ... market goes up or down, I lose money. This is in direct contrast to the kappa or gamma number, which ...- Authors: Anson Glacy, Stephen Stone, Jeffrey J Lobo, Andrew S Chow
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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New Frontiers in Assest/Liability Management
SPDA context, the insurer really only has two primary levers to manage both risk and profitability ... with this. I really don't see this as being the primary objective function. A further extension of this ...- Authors: Anson Glacy, Frederick W Jackson, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
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Use of Structured Advances in Risk Management
Use of Structured Advances in Risk Management This article discusses how FHLB advances, ... premiums that may extend far into the future. Long-term care insurance (LTC) and long-term disability income ...- Authors: Anson Glacy
- Date: Feb 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments