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VA GMxB And Delta Hedging In October ’08 And Beyond

VA GMxB And Delta Hedging In October ’08 And Beyond This article discusses Variable Annuity products with significant guaranteed minimum benefits, and hedging strategies used by insurers due to ...
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Description: This article discusses Variable Annuity products with significant guaranteed minimum benefits, and hedging strategies used by insurers due to the mark to market accounting requirements for these liabilities under GAAP. It focuses in particular on delta-hedging and the implications of the 2008 market volatility.
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- Authors: Craig Turnbull
- Date: Feb 2009
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities

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VA GMxB And Delta Hedging In October ’08 And Beyond