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Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits
Risk Profile of VA with GMDB and GMIB riders (DI) 17 Figure 2: Risk Profile of VA with GMDB, GMIB and ... with Multiple Guaranteed Minimum Benefits -17- Risk Profile of DI, DIA, and DIAW -20% -15% ...- 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