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  • Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits,
    Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits ... Benefits, The purpose of this discussion is to introduce a few additional points and discuss how different ...

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    • Authors: Mark Evans, Application Administrator
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Actuarial Practice Forum
    • Topics: Annuities>Variable annuities; Economics>Financial economics; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
  • Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA
    Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions ... property, the same quantities are estimated again to see a contrast or discrepancy in light of confidence ...

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    • Authors: Ohoe Kim, Swathi D Gaddam
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Economics>Financial economics; Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models