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Market Consistent Valuation of Fixed Indexed Annuity
Market Consistent Valuation of Fixed Indexed Annuity it discusses the framework and modeling of ... covering all possible risk variables, for SII. Dynamic policyholder behaviors are very relevant to FIA ...- Authors: Jing Fritz
- Date: Feb 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Finance & Investments; Finance & Investments>Economic value
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Summary of Risk Management Research on Policyholder Behavior in the Tail Survey
Summary of Risk Management Research on Policyholder Behavior in the Tail Survey Summary of recent ... included sensitivity to mortality, expenses and the dynamic lapse assumption (Figure 3). MAY 2019 RISK ...- Authors: Jeffrey Hartman
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Guaranteed Annuity Options or a Fine Mess
Guaranteed Annuity Options or a Fine Mess This article discusses the problems created ... representation of the process is required for the dynamic hedge. For the dynamics of the interest rate process ...- Authors: Mary Hardy
- Date: Nov 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities; Global Perspectives