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Excess Spread Approach toPricing and Valuing SPDAs
the previous credited rate 58 60 74 Dynamic Reset Strategies 1. Follow the new money rate ... using the excess spread approach, to test more dynamic strate- gies: a few of which are shown in Table ...- Authors: Mark Griffin
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Pricing - Annuities; Enterprise Risk Management