[Free Whitepaper Download]
Optimizing Variable Annuity Reserves Through Deep Hedging
In this white paper, we look at an application of the deep hedging approach to a new business problem: optimizing reserves that life insurers are required to hold against variable annuity liabilities.
Learn how life insurers can use Beacon’s deep learning analytics coupled with policy data and large-scale elastic cloud compute to experiment with and implement this technique at enterprise scale, reducing their reserves and increasing their return on equity.
Deep hedging is a new machine learning technique that enables more efficient hedging of real-world market risks than traditional risk-neutral hedging. Download to read how the new deep hedging research by Beacon Platform points at reduced reserves and higher returns on equity for life insurers’ variable annuity portfolios.