New Approaches to Variable Annuity Hedging

Explicit guarantees are good for shareholders, policyholders and regulators: increased transparency. The risk management of capital market risks embedded in life (re) contracts is non-trivial. A bank-like operation (hedging platform) is needed for quantification, hedge design and controlling of the risks. Economies of scale are needed to run the operation successfully...

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Year of publication:	2009-09-01
Authors:	Jaschke, Stefan ; Reulein, Stephan
Institutions:	International Association for the Study of Insurance Economics
Subject:	Regulierung \| Risikoanalyse \| Hedging \| Value at Risk \| Risikomanagement \| risk management

Table of Contents
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1 Variable annuity products
2 What to hedge? What risk to reduce?
3 Regulatory treatment of VA products
4 New approaches to variable annuity hedging

Persistent link: https://www.econbiz.de/10008641379