• Jul 10, 2013 from 12:00 to 13:30
  • Location: Webinar
  • Latest Activity: Oct 12, 2020

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!

E-mail me when people leave their comments –

You need to be a member of Global Risk Community to add comments!

Join Global Risk Community

Upcoming Featured events

    About Us

    The GlobalRisk Community is a thriving community of risk managers and associated service providers. Our purpose is to foster business, networking and educational explorations among members. Our goal is to be the worlds premier Risk forum and contribute to better understanding of the complex world of risk.

    Business Partners

    For companies wanting to create a greater visibility for their products and services among their prospects in the Risk market: Send your business partnership request by filling in the form here!

lead