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Innovative combo product design embedding variable annuity and long-term care insurance contracts

Shen, Yang; Sherris, Michael; Wang, Yawei; Ziveyi, Jonathan - In: Insurance : mathematics and economics 121 (2025), pp. 79-99

Persistent link: https://www.econbiz.de/10015432033

Calculating variable annuity liability "Greeks" using Monte Carlo simulation

Cathcart, Mark J.; Lok, Hsiao Yen; McNeil, Alexander J.; … - In: Astin bulletin : the journal of the International … 45 (2015) 2, pp. 239-266

Persistent link: https://www.econbiz.de/10011312287

Pricing annuity guarantees under a double regime-switching model

Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming - In: Insurance 62 (2015), pp. 62-78

Persistent link: https://www.econbiz.de/10011312087

Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options

Shen, Yang; Sherris, Michael; Ziveyi, Jonathan - In: Insurance 69 (2016), pp. 127-137

Persistent link: https://www.econbiz.de/10011530941

Valuing variable annuity guarantees on multiple assets

Fonseca, José da; Ziveyi, Jonathan - In: Scandinavian actuarial journal (2017) 3, pp. 209-230

Persistent link: https://www.econbiz.de/10011772102

Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks

Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih - In: Insurance 64 (2015), pp. 364-379

Persistent link: https://www.econbiz.de/10011398106

Evaluation of variable annuity guarantees with the effect of jumps in the asset price process

Juma, Mussa; Lee, Min Cherng; Chin, Seong Tah; Liew, … - In: Cogent economics & finance 5 (2017) 1, pp. 1-17

Financial crisis in 2007–2008 have caused losses to life insurance companies issuing variable annuities with guarantees. This is partly due to failure of variable annuity (VA) issuers to anticipate the large variations in asset prices during the financial crisis times in their pricing...

Persistent link: https://www.econbiz.de/10011881290

A time series framework for pricing guaranteed lifelong withdrawal benefit

Sharma, Nitu; Dharmaraja, Selvamuthu; Arunachalam, … - In: Computational economics 58 (2021) 4, pp. 1225-1261

Persistent link: https://www.econbiz.de/10012697910

Valuation of general GMWB annuities in a low interest rate environment

Fontana, Claudio; Rotondi, Francesco - In: Insurance 112 (2023), pp. 142-167

Persistent link: https://www.econbiz.de/10014446751

Variable annuity pricing, valuation, and risk management : a survey

Feng, Runhuan; Gan, Guojun; Zhang, Ning - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 867-900

Persistent link: https://www.econbiz.de/10013491041