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A Two-decrement Model for the Valuation and Risk Measurement
A Two-decrement Model for the Valuation and Risk Measurement This presentation develops an integrated ... (GAO)’s pricing and capital requirement calculation. Risk measurement;annuities;modeling 6442482022 4/26/2018 ...- Authors: YIXING ZHAO, ROGEMAR SOMBONG MAMON, Huan Gao
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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A Comonotonicity-based Valuation Method for Annuity-linked Contracts
A Comonotonicity-based Valuation Method for Annuity-linked Contracts This ... abstract describes a paper that considers the valuation of a guaranteed annuity option (GAO) under a ...- Authors: Xiaoming Liu, Huan Gao, ROGEMAR SOMBONG MAMON
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities