1
-
3
of
3
results (0.58 seconds)
Sort By:
-
Hedging Variable Annuity Guarantees: A Practical Discussion
Hedging Variable Annuity Guarantees: A Practical Discussion From a session at the Spring meeting of ... panelists discuss the benefits of hedging variable annuity guarantees, the challenges they face and how they ...- Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
-
Session 04: From What If to How To: Reserving for GMMB with Open Source Research, Collaboration, R Codes and High Performance Computing
Session 04: From What If to How To: Reserving for GMMB with Open Source Research, Collaboration, ... application to the segregated fund (variable annuity's separate account) guarantee - Stochastic scenario ...- Authors: John McGarry, Chin-Mei Chueh, Emmanuel Hamel
- Date: May 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities
-
Guaranteed Minimum Withdrawal Benefit in Variable Annuities
GMWB is elected at the issuance of the variable annuity. • Single premium: $ 100,000 • Initial Guaranteed ... age 4. different benefit features • Lapse • Mortality 11 Model Policyholder Behavior using Three-state ...- 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