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Where Less Is More: Reducing Variable Annuity Fees to Benefit
Where Less Is More: Reducing Variable Annuity Fees to Benefit This abstract describes a paper that proposes ... variable annuity fee structure that would lower fee rates without reducing the insurer's profit.- Authors: Thorsten Moenig, Carole Bernard
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities
Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal ... as well as a representative empirical Variable Annuity contract. Policyholder behavior;Withdrawals 4294993478 ...- Authors: Thorsten Moenig, Daniel Bauer
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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Pricing and Hedging GMWBs in a Binomial Model
Pricing and Hedging GMWBs in a Binomial Model This abstract describes a paper that ... Guaranteed Minimum Withdrawal Benefits (GMWB) variable annuity rider under a static withdrawal strategy but allowing ...- Authors: Menachem Wenger, Cody Hyndman
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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A Tale of Two Risk Management Strategies: Risk Measure Based
A Tale of Two Risk Management Strategies: Risk Measure Based This abstract describes ... strategies are mathematically formulated. Variable annuity;risk management;net liabilities;insurance 6442482021 ...- Authors: Bingji Yi, Runhuan Feng
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Life Insurance
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Optimal Allocation and Consumption with Guaranteed Minimum Death Benefits with Labor Income and Term Life Insurance
loss of the policyholder’s human capital - the mortality risk - to the household can be partially hedged ... as a protection for human capital; the variable annuity products follow the performance of equity markets ...- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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Market Dependent Fees for GMMB and GMDB Riders
Market Dependent Fees for GMMB and GMDB Riders This abstract describes a presentation that ... a put option on the fund value of a variable annuity. Typically, this guarantee is paid for by a continuous ...- Authors: Anne MacKay, Carole L Bernard, Mary Hardy
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities