1
-
2
of
2
results (0.5 seconds)
Sort By:
-
Loaded Participation Rates For Equity-Indexed Annuities
Loaded Participation Rates For Equity-Indexed Annuities This paper first derives the fair participation rate based on a fair value of the equity-indexed annuity EIA. Then using risk measures, a ...- Authors: PATRICE GAILLARDETZ, Youssef Joe Lakhmiri
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Equity-indexed annuities; Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models
-
Consistent Pricing for Equity-Linked Products
Consistent Pricing for Equity-Linked Products This paper discusses the binominal financial and insurance models. In addition, the paper expands the discussion to the martingale probabilities ...- Authors: Xiaodong Sheldon Lin, PATRICE GAILLARDETZ
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models