SOA QFI Track 参考书超全大合集

https://bbs.pinggu.org/thread-6906828-1-1.html

文章名称：On the Importance of Hedging Dynamic Lapses in Variable Annuities

作者：Maciej Augustyniak and Mathieu Boudreault

出版信息：Risk & Rewards,  Augyst 2015, Issue 66, pp12-16

共6p，文字版（非扫描版）PDF

目录：

GMMB Contract

Decomposition of the Payoff to the Policyholder

Fair Fee

Hedging Effectiveness

Market Assumptions

Hedging Assumptions

Analysis of Hedging Errors

References