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Exploring Policyholder Behavior in the Extreme Tail
Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme value ... This paper applies EVT to the study of variable annuity dynamic lapse behavior in the extreme tail. It ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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Dynamic Assumption-Setting for Variable and Non-Variable Annuities
Marianne Purushotham and Mark Birdsall An nu al S ur re nd er R at e 30% 25% 20% 15% 10% ... lowing contract benefit utiliza- tion categories in Table 1. Exhibit 2 shows rates of full surrender by ...- Authors: Mark Birdsall, Marianne C Purushotham
- Date: Sep 2015
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Financial Reporter
- Topics: Annuities>Policyholder behavior - Annuities; Annuities>Variable annuities