About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Pricing Partners to Present its Latest Work on Variable Annuities (GMxB) at the Paris Finance International Meeting

Subscribe to our newsletter

Pricing Partners announced today that Pierre Gauthier will be presenting the company’s latest work on Impact of Stochastic Interest Rates and Stochastic Volatility on Variable Annuities at the 7th Finance International Meeting in Paris on December 17 and 18, 2009 at the Pôle Universitaire Léonard de Vinci.

During his presentation, Gauthier, co-head of quantitative research at Pricing Partners, will discuss the pricing and hedging of variable annuities including the topics of stochastic interest rates and stochastic volatility modelling as shown in the article co-authored by Benhamou and Gauthier entitled “Impact of Stochastic Interest Rates and Stochastic Volatility on Variable Annuity”. The focus of using stochastic financial models in life insurance market has become particularly relevant because of the growing success of GMxB.

Eric Benhamou, CEO of Pricing Partners, comments: “Pricing Partners has a strong tradition of cutting edge quantitative research and sharing its innovative and new concepts with the scientific community. The interaction is largely beneficial as we exchange with other leading experts and strengthen our significant authority as a strong scientific innovator. This is why I am always proud to hear that one of our quants will present his latest work at a world class international scientific conference.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Navigating a Complex World: Best Data Practices in Sanctions Screening

As rising geopolitical uncertainty prompts an intensification in the complexity and volume of global economic and financial sanctions, banks and financial institutions are faced with a daunting set of new compliance challenges. The risk of inadvertently engaging with sanctioned securities has never been higher and the penalties for doing so are harsh. Traditional sanctions screening...

BLOG

Leaving Money on the Table: Busting the Myths of North American Securities Class Action Claims for European Investors

North American securities class actions, particularly within the United States, represent one of the most developed frameworks globally for shareholder redress. Operating on an opt-out basis, this passive participation model automatically includes eligible investors, including those based in Europe, allowing them to obtain compensation without initiating litigation. Despite the fact that billions of dollars are...

EVENT

Eagle Alpha Alternative Data Conference, Spring, New York, hosted by A-Team Group

Now in its 9th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

ESG Handbook 2021

A-Team Group’s ESG Handbook 2021 is a ‘must read’ for all capital markets participants, data vendors and solutions providers involved in Environmental, Social and Governance (ESG) investing and product development. It includes extensive coverage of all elements of ESG, from an initial definition and why ESG is important, to existing and emerging regulations, data challenges...