Results 11 to 20 of about 678 (171)
Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions
Risks, 2018 A variable annuity is a popular life insurance product that comes with financial guarantees. Using Monte Carlo simulation to value a large variable annuity portfolio is extremely time-consuming.
Guojun Gan, Gan Guojun
exaly +3 more sources
Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets
Dependence Modeling, 2017 Metamodeling techniques have recently been proposed to address the computational issues related to the valuation of large portfolios of variable annuity contracts.
Guojun Gan, Emiliano A Valdez
exaly +2 more sources
Data, 2018 Dynamic hedging has been adopted by many insurance companies to mitigate the financial risks associated with variable annuity guarantees. To simulate the performance of dynamic hedging for variable annuity products, insurance companies rely on nested ...
Guojun Gan +2 more
exaly +3 more sources
Integrating Individual Placement Support in Early Psychosis Programs: A Necessary Step to Foster Return to Employment in First Episode Psychosis Patients. [PDF]
Early Interv PsychiatryABSTRACT Introduction Return to studies or employment, a major element of recovery after a first episode of psychosis (FEP), is out of reach of a significant proportion of patients. Specific programs such as Individual Placement Support (IPS) have been proposed to overcome this hurdle.
Renda M +7 more
europepmc +2 more sources
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.
Dzupire N, Mutepuwa J.
europepmc +2 more sources
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
doaj +1 more source
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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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
doaj +1 more source
Variational inequality arising from variable annuity with mean reversion environment
Journal of Inequalities and Applications, 2023 In this paper, we study a variational inequality arising from variable annuity (VA) to find the optimal surrender strategy for a VA investor when the underlying asset follows a mean reverting process.
Junkee Jeon, Geonwoo Kim
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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
doaj +1 more source