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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 ...

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    • 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
  • Equity-Indexed Annuities: Regulatory Issues
    may also be recognized as decrements for the primary hedge. You need a plan for how you're going to ... recognize specifically those designs for which the primary guarantees, such as participation rate, are redetermined ...

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    • Authors: Errol Cramer, Donna Claire, Noel Abkemeier
    • Date: Jun 1998
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Equity-indexed annuities
  • Equity-Indexed Products: Now That You Have Them, What Are You Going To Do With Them?
    as the annuity actuary, and was involved with primary pricing of equity annuities. Now, on an ongoing ... There are many different variations of those primary types of designs, and it's one of the things that ...

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    • Authors: Jean Liebmann, Application Administrator, Ann R Bryant
    • Date: Jun 1998
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Equity-indexed annuities
  • Equity-Indexed Products-Design, Pricing and Hedging Part I
    the fixed-income derivative area, trying to take care of all insurance companies' derivative needs. ... balancing. This is what we do. This is how we take care of our hedges. When we buy annual discrete lookback ...

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    • Authors: Alan K Ryder, Lilia Sham, Charlene Marie Barnes
    • Date: Jun 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Equity-indexed annuities; Finance & Investments