1 - 2 of 2 results (0.44 seconds)
Sort By:
  • 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 ...

    View Description

    • 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
  • Understanding the Riskiness Of A GLWB Rider For FIAs
    Understanding the Riskiness Of A GLWB Rider For FIAs The article explores impact of resetting cap vs static cap choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, ...

    View Description

    • Authors: Pawel Konieczny, Jae Jung
    • Date: Apr 2016
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models