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The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB
k using a specific example: a simple variable annuity (VA) with guaranteed minimum account benefit (GMAB) ... g. 2. Economic Capital for the Variable Annuity with Guarantees We use two random variabl ...- Authors: Jun Zhuo, Seong Weon Park
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Economic capital
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So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed Annuities
So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities ... market risk embedded in variable annuity and equity-indexed annuity products.. Asset modeling;Capital ...- Authors: Daniel Patterson, Marshall C Greenbaum, Jun Zhuo, D Kent Freeman
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB
The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example ... k using a specific example: a simple variable annuity (VA) with guaranteed minimum account benefit (GMAB) ...- Authors: Jun Zhuo, Seong Weon Park
- Date: Apr 2006