Results 11 to 20 of about 5,324,674 (240)
Dependence Modeling, 2016 Variable annuities contain complex guarantees, whose fair market value cannot be calculated in closed form. To value the guarantees, insurance companies rely heavily on Monte Carlo simulation, which is extremely computationally demanding for large ...
Gan Guojun, Valdez Emiliano A.
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The Impact of Management Fees on the Pricing of Variable Annuity Guarantees
Risks, 2018 Variable annuities, as a class of retirement income products, allow equity market exposure for a policyholder’s retirement fund with optional guarantees to limit the downside risk of the market.
Jin Sun +2 more
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An optimal investment consumption model for retirees with no health insurance [PDF]
HeliyonRetirees meet a number of problems as they are growing older which needs persistent attention. Hence, without a doubt, the outcomes of the financial markets influence the choices that people make when nearing retirement.
Nelson Dzupire, John Mutepuwa
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Jambura Journal of Mathematics, 2022 One of the multi-life annuity products is a reversionary annuity, a life annuity product for two insured people. The annuity payment for this product will begin after one of the insured specified in the contract dies first until the other insured dies as
Furlo Gilbert Godfrey +2 more
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Economic evaluation of the compensation payments for agriculture in the area of a flood water dry detention reservoir [PDF]
Geodetski Vestnik, 2016 The aim of the research was to evaluate different methods of compensation payment, at the future dry detention reservoir for flood waters Brdnikova, based on the estimated economic impact of floods, which will allow the investor to make transparent ...
Matjaž Glavan +2 more
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Optimal Static Hedging of Variable Annuities with Volatility-Dependent Fees
Risks, 2023 Variable annuities (VAs) and other long-term equity-linked insurance products are typically difficult to hedge in the incomplete markets. A state-dependent fee tied with market volatility for VAs is designed to contribute the risk-sharing mechanism ...
Junsen Tang
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A COMMENT ON VARIABLE ANNUITIES [PDF]
The Journal of Finance, 1957 VARIABLE ANNUITIES are the subject of considerable discussion by individuals who identify themselves with life insurance companies and security dealers. The paper by Mr. Albert Linton published in the May, 1956, issue of the Journal of Finance is a case in point. This comment does not attempt to marshall arguments for or against variable annuities, but
Robert M. Soldofsky, Walter W. McMahon
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Dynamic importance allocated nested simulation for variable annuity risk measurement
Annals of Actuarial Science, 2022 Estimating tail risk measures for portfolios of complex variable annuities is an important enterprise risk management task which usually requires nested simulation. In the nested simulation, the outer simulation stage involves projecting scenarios of key
Ou Dang, M. Feng, M. Hardy
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MULTI-STATE MODEL FOR CALCULATION OF LONG-TERM CARE INSURANCE PRODUCT PREMIUM IN INDONESIA
Barekeng, 2022 Long Term Care (LTC) insurance is a type of health insurance. One of the LTC products is Annuity as A Rider Benefit. This insurance provides benefits for medical care costs during the term and death benefits if the insured dies.
Hendra Perdana +3 more
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Risk measures for variable annuities: A hermite series expansion approach
Journal of Management Science and Engineering, 2019 In this study, we propose an efficient approach to the calculation of risk measures for an insurer's liability from writing a variable annuity with guaranteed benefits.
Zhenyu Cui +3 more
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