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Variable Annuities - Modeling Issues
issues with respect to variable annuity modeling is also discussed. Annuity reserves;Deterministic models;Generally ... Principles=GAAP;Guaranteed minimum death benefits=GMDB;Mortality assumption;Persistency;Policyholder behavior;Scenario ...- Authors: Thomas Campbell, Harry R Miller, Duncan Briggs
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods