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Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits
Total 73,129,000 1000 Policyholder Behaviors Dynamic policyholder behavior assumption such as lapse ... movements. A more sophisticated (and more costly) dynamic hedging program will seek to mitigate volatility ...- Authors: Feng Sun
- Date: Oct 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Practice Forum
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models