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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 ... present value of distributable earnings was the primary metric, with the probability distribution of ...- 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