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: Unlocking Transparency in Private Markets: Data-Driven Strategies in Asset Management

As asset managers continue to increase their allocations in private assets, the demand for greater transparency, risk oversight, and operational efficiency is growing rapidly. Managing private markets data presents its own set of unique challenges due to a lack of transparency, disparate sources and lack of standardization. Without reliable access, your firm may face inefficiencies,...

BLOG

Data Management Summit New York Takes Deep Dive into Modern Data Landscape

The 15th annual A-Team Group Data Management Summit New York City kicks off tomorrow with one theme prominent in the day of discussions, debates and keynote addresses: data quality. Without good quality data organisations can’t hope to achieve their objectives, be they implementation of artificial intelligence applications, automation of essential workflows or compliance with regulatory...

EVENT

TradingTech Summit London

Now in its 15th year the TradingTech Summit London brings together the European trading technology capital markets industry and examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Regulatory Data Handbook 2025 – Thirteenth Edition

Welcome to the thirteenth edition of A-Team Group’s Regulatory Data Handbook, a unique and practical guide to capital markets regulation, regulatory change, and the data and data management requirements of compliance across Europe, the UK, US and Asia-Pacific. This year’s edition lands at a moment of accelerating regulatory divergence and intensifying data focused supervision. Inside,...