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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 Guarantees ...- 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 considers the Guaranteed Minimum Withdrawal Benefits (GMWB) variable annuity rider under a static withdrawal ...- 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 a paper that provides ...- 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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Market Dependent Fees for GMMB and GMDB Riders
Market Dependent Fees for GMMB and GMDB Riders This abstract describes a presentation that ... presentation that compares the fee obtained to the one deducted throughout the contract. Guaranteed minimum ...- Authors: Anne MacKay, Carole L Bernard, Mary Hardy
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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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 ... change to the variable annuity fee structure that would lower fee rates without reducing the insurer's ...- Authors: Thorsten Moenig, Carole Bernard
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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Optimal Allocation and Consumption with Guaranteed Minimum Death Benefits with Labor Income and Term Life Insurance
Optimal Allocation and Consumption with Guaranteed Minimum Death Benefits with Labor Income and ... GMDB options and term life insurance and allowing the policyholder to optimize both consumption and fund ...- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities