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A Two-decrement Model for the Valuation and Risk Measurement
A Two-decrement Model for the Valuation and Risk Measurement This presentation develops an ... measurement of a guaranteed annuity option Yixing Zhao 17 / 41 Introduction Modelling framework Derivation ...- Authors: YIXING ZHAO, ROGEMAR SOMBONG MAMON, Huan Gao
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods