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Market Consistent Valuation of Fixed Indexed Annuity
Market Consistent Valuation of Fixed Indexed Annuity it discusses the framework and modeling of the ... the market consistent valuation of fixed indexed annuity, against the backdrop of the convergence of accounting ...- Authors: Jing Fritz
- Date: Feb 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Finance & Investments; Finance & Investments>Economic value
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Challenges of Managing Interest Rate Risk: Part 3—How to get the Most Insight out of a Company’s Assets and Liabilities
Part 3—How to get the Most Insight out of a Company’s Assets and Liabilities To address non-parallel movement ... curve. If one considers the impact of each tenor’s rate change to the value, then the sum of the impacts ...
- Authors: Dariush Akhtari
- Date: Jun 2024
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic value
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Défis relatifs à la gestion du risque de taux d’intérêt : Partie 3—Comment tirer le meilleur parti de l’actif et du passif d’une société
de la courbe, on s’attendrait à ce que la somme de Pkhs corresponde à Ph. De même, on s’attend à ce que ... grecques croisées). Veuillez noter que ce problème s’aggrave lorsque la taille du changement est accrue ...
- Authors: Dariush Akhtari
- Date: Jun 2024
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic value