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Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture ... classes respectively. Taking into account mortality and dynamic lapse risk, we build a model that quantifies ...- Authors: Guanghua Cao
- Date: Apr 2006
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Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
classes respectively. Taking into account mortality and dynamic lapse risk, we build a model that quantifies ... Hardy (2003) offered risk‐neutral pricing and dynamic hedging analyses on VAs. Milevsky analyzed VA ...- Authors: Guanghua Cao
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management