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A Tale of Two Risk Management Strategies: Risk Measure Based
A Tale of Two Risk Management Strategies: Risk Measure Based This abstract describes a paper that provides a quantitative framework in which two risk management strategies are mathematically ...- Authors: Bingji Yi, Runhuan Feng
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Life Insurance
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Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility Model
Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility Model This abstract describes a paper that lays out a theoretical basis with a parametric model to ...- Authors: Anne MacKay, Runhuan Feng, Zhenyu Cui
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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Nested Stochastic Modeling for Insurance Companies Report
Nested Stochastic Modeling for Insurance Companies Report This is a nested stochastic modeling for insurance companies research report that's sponsored by the Financial Reporting and ...- Authors: Runhuan Feng
- Date: Dec 2016