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Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities
Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal ... describes a paper that develops a risk-neutral valuation methodology that takes different tax structures ...- Authors: Thorsten Moenig, Daniel Bauer
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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Program
Reserving by James Ely, Independent Consultant Individual Loss Reserving with Multivariate Tweedie Models ... Pareto-Optimal Reinsurance Policies in the Presence of Individual Risk Constraints by Zhaofeng Tang, University ...- Authors: Daniel Bauer, Carmen Brown
- Date: Apr 2018
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Value of Longevity Pooling
Value of Longevity Pooling The Society of Actuaries’ Pension Section has completed a research ... and the author make the Software available to individual users for their personal use on a non–exclusive ...- Authors: Moshe Arye Milevsky, Daniel Bauer
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
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Value of Longevity Pooling
of 1.5) with wealth level of $500,000, the individual would be willing to give up roughly 20% of her ... details on the calculations). This implies the individual would be able to produce the same retirement ...- Authors: Daniel Bauer
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity; Experience Studies & Data>Mortality