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Loaded Participation Rates For Equity-Indexed Annuities
against the possible losses incurred by a fair valuation. The approach in this paper differs from the ... pricing is difficult to extend directly to the valuation of equity-linked products since these products ...- Authors: PATRICE GAILLARDETZ, Youssef Joe Lakhmiri
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Equity-indexed annuities; Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models