Join Numerix on May 29 at 10 am PDT as Stephen Stone of AIG Life and Retirement and Mark Hadley of Numerix discuss recent trends and best practices in the volatility management of equity-based insurance guarantees.
- Introduction to equity-based insurance guarantees
- New VA product designs including volatility control products, and VIX-linked structures
- Volatility profiles of equity-based insurance guarantees, with and without new designs
- How insurance companies manage volatility risk
- Examining the robustness of different target volatility strategies, and comparing them to fee-indexed designs
- Quantifying how target volatility strategies and fee-indexing strategies transform the Guaranteed Lifetime Withdrawal Benefit (GLWB) risk profile
- Additional facets of volatility to consider
Attendance is complimentary, Registration is required.
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