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Hedging Variable Annuities: A Dealer's Perspective
Hedging Variable Annuities: A Dealer's Perspective A focus on the capital markets perspective and some of the products dealers offer to hedge and help mitigate capital costs and tail exposure ...- Authors: Edward A Mirsepahi
- Date: Apr 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Capital markets
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Figure 1 - SPX Index 3-Month Realized Volatility and Index Price Level
Figure 1 - SPX Index 3-Month Realized Volatility and Index Price Level This chart illustrates the general decline in SPX volatility, which supports the case for purchasing options and getting ...- Authors: Edward A Mirsepahi
- Date: Oct 2007
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Figure 2
Figure 2 This table accompanies the article, "Hedging Variable Annuities in the Capital Markets: A Dealer's Perspective" by Edward A. Mirsepahi featured in The Actuary Magazine, ...- Authors: Edward A Mirsepahi
- Date: Oct 2007
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Table 1
Table 1 This table accompanies the article, "Hedging Variable Annuities in the Capital Markets: A Dealer's Perspective" by Edward A. Mirsepahi featured in The Actuary Magazine, ...- Authors: Edward A Mirsepahi
- Date: Oct 2007