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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
  • 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 ...

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    • Authors: Bingji Yi, Runhuan Feng
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Life Insurance
  • 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
  • Where Less Is More: Reducing Variable Annuity Fees to Benefit

    Where Less Is More: Reducing Variable Annuity Fees to Benefit This abstract describes a paper that proposes a change to the variable annuity fee structure that would lower fee rates without ...

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    • Authors: Thorsten Moenig, Carole Bernard
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Variable annuities