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  • Integrating Robust Risk Management Into Pricing: New Thinking For VA Writers
    Integrating Robust Risk Management Into Pricing: New Thinking For VA Writers Feature article discussing the variable annuity industry rebuilding and reinventing itself. Enterprise risk ...

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    • Authors: Frank Zhang
    • Date: Feb 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
  • Pricing Bounds and Bang-bang Analysis of the Polaris Variable
    Pricing Bounds and Bang-bang Analysis of the Polaris Variable This presentation establishes a bang-bang solution for the optimal withdrawal strategies. Variable annuities;Polaris;Monte Carlo ...

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    • Authors: Zhiyi Shen, Chengguo Weng
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities