Overview

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Risk management of segregated funds creates many challenges for insurers. The complexity of these products involves a number of risks that are not typically present in traditional derivatives: basis risk, mortality and longevity risks, policyholder behavior risk, etc. The purpose of this workshop is to bring together academics and industry participants to generate a dialogue on the key issues associated with hedging of segregated fund products and to identify potential solutions that could lead to research projects.

Workshop presentations:
- Frédéric Godin & Denis-Alexandre Trottier
-
Michael Koller
-
Bruno Rémillard

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