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The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB
The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB ... GMAB The abstract for the paper The Economic Capital and Risk Adjustment Performance for VA with Guarantees ...- Authors: Jun Zhuo, Seong Weon Park
- Date: Apr 2006
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The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB
The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB ... applied to various types of insurance products in a consistent manner. The paper also illustrates how ...- Authors: Jun Zhuo, Seong Weon Park
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Economic capital
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So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed Annuities
So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed ... This session at the SOA 2003 Washington, DC Spring Meeting examines the nuts and bolts of implementing a ...- Authors: Daniel Patterson, Marshall C Greenbaum, Jun Zhuo, D Kent Freeman
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives