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Publications
Read their latest work
Article
Introducing InnovatIV™: A forward-looking volatility control index methodology anchored in option-implied risk
06 March 2026 - by Rodrigo Dufeu, Ram Kelkar, Reggie Xu
To address the shortcomings of volatility control index product design for index-linked annuities, we introduce a forward-looking methodology anchored in option-implied risk.
Article
Indexed product: Product and hedging considerations
06 February 2026 - by Julian Man, Reggie Xu, Clement Bonnet, Joshua Ho, Jaden Chiu
With indexed products such as IUL and FIA continuing to gain traction across Asia, insurers face a rapidly evolving set of investment and hedging challenges.
Article
Exploring RILA and VA synergies through integrated hedging and risk management
17 February 2025 - by John Balbach, Jr, Collin Davidson, Daren Lockwood, Danh Mai, Reggie Xu
Recent industry and regulatory trends give insurers reason to add registered indexed-linked annuities to a variable annuity portfolio.
