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The VA Behavior System: Coping with Complex Interactions in Annuity Policyholder Behavior

The VA Behavior System: Coping with Complex Interactions in Annuity Policyholder Behavior The article discusses modeling of variable annuity behavior risk, with a particular focus on how ...
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Description: The article discusses modeling of variable annuity behavior risk, with a particular focus on how interaction between different behavioral assumptions complicates modeling. The article gives a brief overview of variable annuity behavior risk, discusses the challenges that behavioral interactions pose for VA modeling, and discusses three potential solutions for dealing with this complexity.
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- Authors: David Jaffe, Aaron Sarfatti
- Date: Aug 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities

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