Eoin Elliffe, Lincoln Financial Group
This session focuses on elements of PnL volatility arising from dynamically hedging VA (GMxB) contracts with a particular focus on risk-managed subaccounts. Historically, variable annuity contracts have been criticized as being underpriced in the marketplace given that the benefits and guarantees they offer are very rich. In this session, we show that the cost of hedging can be controlled if variable annuity contracts are written on risk-managed subaccounts.
Recorded: 23 May 2013
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .Select web site
You can also select a web site from the following list:
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.