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Dynamically Hedging Insurance Product Risk
charge would result in a lower average PV for the direct writer. It should be noted that the same 50 scenar- ... management alternative to the reinsur- ance approach for direct writers in- terested in hedging the dynamics of ...- Authors: Marshall C Greenbaum
- Date: Apr 2000
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Risks & Rewards
- Topics: Annuities; Finance & Investments>Portfolio management - Finance & Investments