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Modeling Variable Annuity Minimum Guaranteed Death Benefits
Guaranteed Death Benefits Discussion of the biases understatement of risk/reserves that arise when aggregating ... minimum death benefits=GMDB;Modeling efficiency;Risk modeling;Variable annuities; 9159 9/1/2003 12:00:00 ...- Authors: Donald A Skokan
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation