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- W2363014729 abstract "Using three variable annuity products in our market as the reference,this paper designed the variable annuity policy with guaranteed benefits( GMDB + GMAB),and from the aspect of the IRR,surrender rates and reserve,this study conducted a comprehensive assessment of fixed multiplier CPPI and the TIPP,dynamic multiplier CPPI and TIPP four specific strategies for their respective performance. The results showed that the dynamic risk-adjusted multiplier strategy could effectively improve the IRR; In considering the dynamic surrender and without the lockup mechanism,the CPPI strategy would lead to higher surrender rates; Transaction costs had great influence on the actuarial present value of the guarantee,and the market fluctuation adjustment method could effectively bring down the transaction costs without a major impact on IRR; And moreover,the adjusted parameter settings in dynamic multiplier affected the performance of the investment strategy differently." @default.
- W2363014729 created "2016-06-24" @default.
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- W2363014729 date "2015-01-01" @default.
- W2363014729 modified "2023-09-25" @default.
- W2363014729 title "Performance Comparison of Investment Portfolio Insurance Strategies for “GMDB + GMAB”Variable Annuity" @default.
- W2363014729 hasPublicationYear "2015" @default.
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