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A-Team Insight Blogs

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

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.”

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