About a-team Marketing Services
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

Upcoming Webinar: Taming the Private Markets Data Beast: Solving for Valuation, Integration, and Reporting in Alternative Investments

Date: 7th October 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Institutional activity in private markets has surged as organisations’ traditional investment theses have been upended by global economic volatility, geopolitical instability and fee compression. In their search for better risk-adjusted returns, they have found a rich seam of alpha...

BLOG

15 Software and Data Vendors Solving Valuation, Integration and Reporting in Alternative Investments

The secular shift towards private markets has transformed alternative asset allocations from an institutional tactical sleeve into a core portfolio driver. Yet behind this expansion lies a stubborn operational bottleneck: alternative asset data remains inherently unstructured, fragmented and delayed. Unlike public equities, where standardised data feeds integrate seamlessly into order management systems, private market data...

EVENT

TEST Event page 1

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 2026 – Fourteenth Edition

Welcome to the fourteenth edition of A-Team Group’s Regulatory Data Handbook. Supervisors increasingly expect firms to demonstrate which rules apply, which data supports each obligation, who owns the control and how exceptions are identified and resolved. Policies and implementation programmes must now be supported by records that can withstand regulatory scrutiny. This edition examines material...