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  • Variable Payout Annuities
    Variable Payout Annuities In this paper, the authors assess the value of a GSA-type annuity within a retiree's ...

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    • Authors: Phelim Boyle, Mary Hardy, Anne MacKay, David Morris Saunders
    • Date: Dec 2015
    • Competency: External Forces & Industry Knowledge
    • Topics: Pensions & Retirement>Plan design
  • Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility Model
    Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility ... basis with a parametric model to analyze the impact of the VIX-linked fee structure. Variable Annuities;VIX-linked ...

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    • Authors: Anne MacKay, Runhuan Feng, Zhenyu Cui
    • Date: Mar 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Variable annuities
  • Variable Payout Annuities
    Variable Payout Annuities In this paper, the authors assess the value of a GSA-type annuity within a retiree's ... annuities;Group Self Annuitization Scheme ;Plan design The Society of Actuaries’ Pension Section is pleased to make ...

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    • Authors: Phelim Boyle, Mary Hardy, Anne MacKay, David Morris Saunders
    • Date: Dec 2015
  • Hedging Equity-Linked Products Under Stochastic Volatility Models
    Actuarial Research Conference. Summarizes the Heston model, discusses hedging equity indexed annuities ... annuities, and provides numerical results of the Black-Scholes and Heston hedging strategies. Equity-indexed ...

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    • Authors: Anne MacKay
    • Date: Aug 2011
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
  • Market Dependent Fees for GMMB and GMDB Riders
    Market Dependent Fees for GMMB and GMDB Riders This abstract describes a presentation that ... presentation that compares the fee obtained to the one deducted throughout the contract. Guaranteed minimum ...

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    • Authors: Anne MacKay, Carole L Bernard, Mary Hardy
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Variable annuities
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