| 摘要 |
A method for mitigating risks associated with a reinsured annuity contract includes reinsuring variable annuity contracts having guaranteed minimum death benefits, calculating risk statistics based on one or more characteristics of the plurality of guaranteed minimum death benefit variable annuity contracts, determining a set of market indices that model the performance of the reinsured variable annuity contracts based on the plurality of risk statistics, and hedging the risks associated with the reinsured variable annuity contracts by purchasing one or more option contracts based on the determined market indices.
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