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Variable Payout Annuities
Variable Payout Annuities In this paper, the authors assess the value of a GSA-type annuity within a retiree's portfolio. Variable annuities;Group Self Annuitization Scheme ;Plan design The ...- Authors: Phelim Boyle, Mary Hardy, Anne MacKay, David Morris Saunders
- Date: Dec 2015
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Market Dependent Fees for GMMB and GMDB Riders
Market Dependent Fees for GMMB and GMDB Riders This abstract describes a presentation that compares the fee obtained to the one deducted throughout the contract. Guaranteed minimum death benefit; ...- Authors: Anne MacKay, Carole L Bernard, Mary Hardy
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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Hedging Equity-Linked Products Under Stochastic Volatility Models
Hedging Equity-Linked Products Under Stochastic Volatility Models Presented at August 2011 Actuarial Research Conference. Summarizes the Heston model, discusses hedging equity indexed ...- Authors: Anne MacKay
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility Model
Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility Model This abstract describes a paper that lays out a theoretical basis with a parametric model to ...- Authors: Anne MacKay, Runhuan Feng, Zhenyu Cui
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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Variable Payout Annuities
Variable Payout Annuities In this paper, the authors assess the value of a GSA-type annuity within a retiree's portfolio. Variable annuities;Group Self Annuitization Scheme (GSA) ;Plan ...- Authors: Phelim Boyle, Mary Hardy, Anne MacKay, David Morris Saunders
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Plan design