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Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options Description of the ... gamma of the liabilities of a portfolio of variable annuities. Discussion of the sensitivity of gamma ...- Authors: David Ross, Charles L Gilbert, John Wiesner
- Date: Mar 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management