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Loaded Participation Rates For Equity-Indexed Annuities
Loaded Participation Rates For Equity-Indexed Annuities This paper first derives the fair ... rate based on a fair value of the equity-indexed annuity EIA. Then using risk measures, a new participation ...- Authors: PATRICE GAILLARDETZ, Youssef Joe Lakhmiri
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Equity-indexed annuities; Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models
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Stochastic Pricing
Stochastic Pricing This session at the SOA 2001 Toronto Spring Meeting offers an overview ... behavior. An example is given using a variable annuity product. Arbitrage;Asset modeling;Guaranteed minimum ...- Authors: W Steven Prince, Timothy Hill, Chris Stiefeling, Michael Bean
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models