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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 Term Life Insurance This abstract describes a paper that implements a lifetime utility model ...

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    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Variable annuities
  • Market Dependent Fees for GMMB and GMDB Riders
    Market Dependent Fees for GMMB and GMDB Riders This abstract describes a presentation that compares the fee obtained to the one deducted throughout the contract. Guaranteed minimum death benefit; ...

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    • Authors: Anne MacKay, Carole L Bernard, Mary Hardy
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Variable annuities
  • 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 in Variable Annuities This abstract describes a paper that develops a risk-neutral ...

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    • Authors: Thorsten Moenig, Daniel Bauer
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Variable annuities
  • 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 ...

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    • Authors: Menachem Wenger, Cody Hyndman
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Variable annuities