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Cash-Flow Testing Issues for Equity-Indexed and Variable Products
Cash-Flow Testing Issues for Equity-Indexed and Variable Products From session 75CS at the Spring ... One is to model your equity-index scenario as a direct function of interest rates. Obviously you'd ...- Authors: Application Administrator, Alan Downey, Larry M Gorski
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Financial Reporting & Accounting
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Equity-Indexed Modeling
Equity-Indexed Modeling This session at the 1998 Valuation Actuary Symposium discusses the modeling ... that the price of the security would have a very direct impact on the price of the derivative. Therefore ...- Authors: Alan Downey, Duc Ho, Scott Houghton
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods