Description: This abstract describes a paper that implements a lifetime utility model including both GMDB options and term life insurance and allowing the policyholder to optimize both consumption and fund allocation decisions.

Description: This abstract describes a presentation that compares the fee obtained to the one deducted throughout the contract.

Description: This abstract describes a paper that provides a quantitative framework in which two risk management strategies are mathematically formulated.

Description: This abstract describes a paper that develops a risk-neutral valuation methodology that takes different tax structures into consideration and applies it to a simplified withdrawal guarantee as well as a representative empirical Variable Annuity contract.

Description: This abstract describes a paper that considers the Guaranteed Minimum Withdrawal Benefits (GMWB) variable annuity rider under a static withdrawal strategy but allowing for early surrenders.

Description: This abstract describes a paper that proposes a change to the variable annuity fee structure that would lower fee rates without reducing the insurer's profit.