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Hedge Cost Index June 2020
The expected hedge cost for a hypothetical GLWB block is estimated to be 274 bps as of the end of July 2020, up 5 basis points from the previous month, driven by a decrease in long-term interest rates.
Analytics and data science have transformed actuarial pricing and are now being used within reserving. This paper explores data science applications in reserving; from data management, through to analysis and all the way to reporting.
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