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- W1554596760 abstract "Introduction. Investment Guarantees. Modeling Long-Term Stock Return. Maximum Likelihood Estimation for Stock Return Models. The Left-Tail Calibration Method. Markov Chain Monte Carlo (MCMC) Estimation. Modeling the Guarantee Liability. A Review of Option Pricing Theory. Dynamic Hedging for Separate Account Guarantees. Risk Measures. Emerging Cost Analysis. Forecast Uncertainty. Guaranteed Annuity Options. Equity-Indexed Annuities. Appendix A: Mortality and Survival Probabilities. Appendix B: The GMAB Option Price. Appendix C: Actuarial Notation. Appendix D: References. Index." @default.
- W1554596760 created "2016-06-24" @default.
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- W1554596760 date "2003-02-14" @default.
- W1554596760 modified "2023-09-27" @default.
- W1554596760 title "Investment guarantees : modeling and risk management for equity-linked life insurance" @default.
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