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On the regulator-insurer-interaction in a structural model
de Varenne [1994, 2001], Grosen and Jørgensen [2000, 2002], Ballotta [2005] and Ballotta, Haberman and ... insurer Equitable Life in the United Kingdom in 2000, Mannheimer Leben in Germany in 2003, Nissan Mutual ...- Authors: Carole L Bernard, An Chen
- Date: Aug 2007
- Competency: Results-Oriented Solutions
- Topics: Enterprise Risk Management
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Suboptimality of Asian Executive Indexed Options
Suboptimality ... H4 = 110 K = 90 Sample Price Paths Stock, S Benchmark, H Strike, K • Sˆ4 = 4 √ S1S2S3S4 = ... 8 0.9 1 Payoffs P ro b a b il it y d is tr ib u ti o n Empirial CDFs of AT , A ⋆ T and AˆT ...- Authors: Phelim Boyle, Jit Seng Chen, Carole L Bernard
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives
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Optimal Insurance Under Behavioral Theory
Optimal Insurance Under Behavioral Theory This is the abstract for the paper on optimal insurance ... insurance demand for a loss-averse individual (with S-shape utility preferences), and solve for the optimal ...- Authors: Carole L Bernard, Ying Shang
- Date: Jul 2010
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Market Dependent Fees for GMMB and GMDB Riders
Market Dependent Fees for GMMB and GMDB Riders This abstract describes a presentation that ... a put option on the fund value of a variable annuity. Typically, this guarantee is paid for by a continuous ...- Authors: Anne MacKay, Carole L Bernard, Mary Hardy
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities