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  • Variable Annuity: Risk Management Through Breakthrough Product Innovation
    through product design of variable annuities. The primary feature of the new product is to offer the policyholder ... bull market as some policyholders may continue to direct some of their fund allocation to these r I s ...

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    • Authors: Xiaokai Shi, Yungui Hu
    • Date: Sep 2009
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
    Dynamic b ' OTM ITM Sx OTM Sx ITM Sx Primary Example 5% 0% to 10% 15% 5% 0.9 0.85 0.95 Example ... Dynamic b ' OTM ITM Sx OTM Sx ITM Sx Primary Example 5% 0% to 10% 15% 5% 0.9 0.85 0.95 Example ...

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    • Authors: David Ross, Charles L Gilbert, John Wiesner
    • Date: Mar 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Enterprise Risk Management