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Hedging Variable Annuity Guarantees: A Practical Discussion
Once the reinsurance market started to dry up, the direct writers had to look at other alternatives. Not ... there are even differences of opinion within our primary auditor in terms of how you should go about valuing ...- Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
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Session 04: From What If to How To: Reserving for GMMB with Open Source Research, Collaboration, R Codes and High Performance Computing
Session 04: From What If to How To: Reserving for GMMB with Open Source Research, Collaboration, ... Chen, Y.-C. (2018). Valuation of variable long-term care annuities with guaranteeed lifetime withdrawal ...- Authors: John McGarry, Chin-Mei Chueh, Emmanuel Hamel
- Date: May 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities