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  • Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits
    Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits This paper describes the use of the Moses software package to model variable annuities with multiple ...

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    • Authors: Feng Sun
    • Date: Oct 2006
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Actuarial Practice Forum
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models
  • Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits,
    Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits, The purpose of this discussion is to introduce a few additional points and discuss how ...

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    • Authors: Mark Evans, Application Administrator
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Actuarial Practice Forum
    • Topics: Annuities>Variable annuities; Economics>Financial economics; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models