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  • Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
    Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options Description of the increased gamma of the liabilities of a portfolio of variable ...

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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