Risk Management of Guarantees on Equity—Oriented ProductsRisk Management of Guarantees on Equity—Oriented Products This article summarizes Hubert ... reinsurers have pulled out of the market, forcing direct writers to address risk management issues on their ...
Description: This article summarizes Hubert Mueller's presentation at the SOA's Risk Management Seminar on the risk management of guarantees on equity-oriented products. It discusses 1 the market background, 2 the risk management process and 3 a case study on dynamic hedging.Hide
- Authors: Hubert B Mueller
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Financial management