The effectiveness of hedging programs is a closely watched metric for most Variable Annuity (VA) carriers. In this paper, the authors examined a group of VA carriers during the first six months of 2020.
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Variable Annuity Guarantee Hedging maintains its effectiveness during COVID-19 market turmoil
This paper examines the hedge effectiveness of a wide range of Variable Annuity carriers.
Peter Sun, Chunpu Song, Victor Huang, Ram Kelkar
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