Nathaniel Hoover

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Variable Annuities: Underlying Risks and Sensitivities

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 19-1
Number of pages: 41 Posted: 17 Jul 2019
Imad Chahboun and Nathaniel Hoover
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
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Abstract:

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insurance risk, market risk, variable annuities, derivative pricing, policyholder behavior