1
-
2
of
2
results (0.5 seconds)
Sort By:
-
GMDB Pricing:Comparing a Lognormal Model to a Regime-SwitchingLognormal Model
article is to apply a two- regime model to variable annuity guaranteed minimum death benefit (GMDB) pricing ... any given time. Dr. Hardy fit her model to monthly S&P 500 total return data for the period 1956-1999 ...- Authors: Robert Stone
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
-
Universal Life With Secondary Guarantees: Stochastic Pricing Analysis
alternative combinations of lapse assumptions, mortality assumptions, premium payment patterns, and account ... accordance with our interpretation and experience with U.S. GAAP and statutory accounting principles, including ...- Authors: Robert Stone, Andrew Steenman
- Date: Feb 2012
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Life Insurance>Secondary guarantees; Life Insurance>Universal life; Modeling & Statistical Methods>Stochastic models