By linking to indices that reduce market exposure during periods of high volatility and increase exposure when markets are calm, insurers can offer attractive new investment solutions to clients who value the benefits of volatility risk mitigation. However, in offering these new products to clients, it is imperative that insurers fully understand the modeling, pricing and risk implications of the products, so as to avoid unintended and undesirable risks in the future.
Alan Grissom & Frank Luo of Dow Jones Indicies join Mark Hadley & Alex Marion of Numerix for a webinar on 7/10 to discuss the latest trends in linking EIAs to volatility control indices, as well as important pricing and hedging considerations for these new annuity products. Register: http://bit.ly/13jBnn2
Join our four experts for an in-depth discussion of the following topics:
- Macro view of the EIA market, and market outlook for the second half of 2013
- Challenges insurers face offering attractive returns in a low interest rate environment
- Deep dive into volatility targeting indexing strategies
> How they work
> Effects of using them in EIAs
- Primer on EIA pricing
> Popular crediting mechanics and pricing levers
> Volatility skew’s impact on pricing
- Pricing EIAs linked to target volatility indices
> Volatility skew of target volatility indices
- Model dependence considerations
- Dynamic hedging of target volatility EIAs
Attendance is complimentary, Registration is required.
Space is limited, reserve your seat today!
- Jul 10, 2013 from 12:00 to 13:30 UTC+02
- Location: Webinar
- Latest Activity: Oct 12, 2020
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