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Semi-Static Hedging the Guaranteed Minimum Withdrawal Benefits (GMWBs)
Semi-Static Hedging the Guaranteed Minimum Withdrawal Benefits (GMWBs) This abstract is for a paper ... paper that explains how to construct the semi-static hedging portfolios with numerical examples Variable ...- Authors: Yan Liu
- Date: Nov 2008
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Guaranteed Minimum Withdrawal Benefit in Variable Annuities
Guaranteed Minimum Withdrawal Benefit in Variable Annuities ... This presentation from the Actuarial Research Conference of 2006 is an overview of Guaranteed Minimum Withdrawal ...- Authors: Yan Liu
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Variable annuities