Insurance Risk | April 15, 2015 | By Clive Davidson

This articles examines US insurers and their decision to bring hedging programmes in-house or to outsource.

 

"With variable annuities, having the ability to simulate a hedging strategy and optimise it by having the same modelling platform for assets and liabilities is powerful. It can improve product development because the product developers can sync with the hedge team and make sure they incorporate the true cost of hedging, taking into account how it will impact reserves and capital," says Alex Marion of Numerix.

 

Ohio National and Transamerica cite themselves as Numerix clients discuss their use of Numerix Leading Hedge for modelling, valuation and hedging of complex path-dependent insurnace products.

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