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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 ...- Authors: Thorsten Moenig, Daniel Bauer
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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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 Beneļ¬ts (GMWB) variable annuity rider under a static withdrawal ...- Authors: Menachem Wenger, Cody Hyndman
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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General Insurance Claims Modelling with Factor Collapsing an
General Insurance Claims Modelling with Factor Collapsing an This abstract describes a paper that assesses the optimal manner to collapse a factor with many levels into one with a smaller number ...- Authors: Sen Hu, Adrian O'Hagan, Brendan Murphy
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods>Bayesian methods
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Investment and Reinsurance Options with Dynamic Financial An
Investment and Reinsurance Options with Dynamic Financial An This abstract describes a paper in which two different simulation studies are made for dynamic financial analysis. Dynamic Financial ...- Authors: Betül karagül, Samet Gencgonul
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Reinsurance