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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