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Interest Rate Hedging on Traditional Life and Health

Interest Rate Hedging on Traditional Life and Health This research report, part of the Society of Actuaries [SOA} ‘Research Projects – Finance/Investment,’ is sponsored by the Society of Actuaries ...
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Description: This research report, part of the Society of Actuaries [SOA} ‘Research Projects – Finance/Investment,’ is sponsored by the Society of Actuaries [SOA] Committee on Finance Research. This paper explores and summarizes current practices on the interest-rate risk of traditional life and health insurance products.
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- Authors: Craig Reynolds, David Wang
- Date: Sep 2007

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Interest Rate Hedging on Traditional Life and Health