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Embedded Volatility: Insight from Market Risk Benefit Roll-Forward
features, application of assumptions to risk-neutral valuation, lack of data, and risk margin calibration. There ... decisions is the option or non-option approach valuation.[3] Under the non-option approach, fees are attributed ...- Authors: Su Su, Tina Guo, Yifeng Mu, Robert E Winawer
- Date: Nov 2023
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Annuities; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]