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Excess Spread Approach toPricing and Valuing SPDAs
products. A sam- ple Single Premium Deferred Annuity (SPDA) product is used to demonstrate the approach ... implied by the term structure of the prevailing U.S. Treasury yield curve at the time of pricing. As ...- Authors: Mark Griffin
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Pricing - Annuities; Enterprise Risk Management