Common Mistakes in Variable Annuity Hedging Programs: Hedge to what? What to hedge?
The speaker will discuss some common mistakes VA writers made on their hedging programs (based on an informal survey of industry practitioners and own experience). In addition, the speaker will provide suggestions as to how best to rectify the shortcomings so that practitioners can take away what to do and avoid.
To access podcast please contact the Society: info@actuaries.ie
Biographical details
PhD, FRM, ASA, MAAA; CFO/CIO, R+V International Business Services Limited