当前位置: X-MOL 学术North American Actuarial Journal › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Economic Representative Scenarios for Variable Annuity Dynamic Hedging of GMMB and GMDB
North American Actuarial Journal Pub Date : 2023-03-08 , DOI: 10.1080/10920277.2022.2159839
Emmanuel Hamel 1 , Yvonne Chueh 2 , Donald Davendra 2
Affiliation  

Variable annuities introduce significant risk for the insurers. To control this risk, insurers generally use dynamic hedging models. In practice, calculations for dynamic hedging models for variabl...

中文翻译:

GMMB 和 GMDB 可变年金动态对冲的经济代表性情景

可变年金给保险公司带来了巨大的风险。为了控制这种风险,保险公司通常使用动态对冲模型。在实践中,变量的动态对冲模型的计算...
更新日期:2023-03-08
down
wechat
bug