报告题目：
Hedging of Equity-linked insurance benefits
报告人：
Thomas F. Coleman
报告人所在单位：
University of Waterloo
报告日期：
2007-09-25 星期二
报告时间：
15：30-16：30
报告地点：
光华东主楼1801室
报告摘要：
Effective hedging techniques for equity-linked insurance contracts, or variable annuities, are crucial for insurance companies in preventing large losses. We present a new hedging strategy under both equity and interest rate risk using a concept called 'local risk minimization'. We show this leads to effective risk reduction.
本年度学院报告总序号：
107
地址：上海市杨浦区邯郸路220号
邮编：200433
电话：021-65642222
