Professor Sheldon X. Lin：Equity-Linked Annuities发布日期：2019-09-12 21:09:39
一、报告人：Professor Sheldon X. Lin （University of Toronto）
二、报告题目：Equity-Linked Annuities 权益指数年金综述
四、报告地点: 中央财经大学学术会堂702室 (Room 702, Acadamic Building, CUFE)
Over the last 20 years, we have seen a drastic shift in insurance market from traditional insurance products to equity-linked insurance products.Variable annuity and equity-indexed annuity are the two most innovative equity-linked products and they have been dominating the insurance market these days. However, the valuation and hedging of these products are very challenging and the traditional actuarial valuation approaches are often inappropriate. In this talk, I will discuss these two equity-linked annuities and demonstrate how to evaluate them using methods developed in mathematical finance and derivative pricing in particular.