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Max-Min optimization problem for Variable Annuities pricing
Blanchet-Scalliet, Christophette; Chevalier, Etienne; … - HAL - 2014
We study the valuation of variable annuities for an insurer. We concentrate on two types of these contracts that are the guaranteed minimum death benefits and the guaranteed minimum living benefits ones and that allow the insured to withdraw money from the associated account. As for many...
Persistent link: https://www.econbiz.de/10010821370
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Indifference fee rate for variable annuities
Chevalier, Etienne; Lim, Thomas; Roméro, Ricardo Romo - HAL - 2014
In this paper, we work on indifference valuation of variable annuities and give a computation method for indifference fees. We focus on the guaranteed minimum death benefits and the guaranteed minimum living benefits and allow the policyholder to make withdrawals. We assume that the fees are...
Persistent link: https://www.econbiz.de/10010899322
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The Determinants of Economic Well-being:An Application in the Indian States
Basu, Sudip Ranjan - EconWPA - 2005
good governance (using latent variable approach) and a financial decentralisation index. Panel data is employed to explore … if better quality of institutional arrangements (of governance and more financial decentralisation) lead to better …
Persistent link: https://www.econbiz.de/10005556056
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Economic Growth, Well-Being and Governance under Economic Reforms: Evidence from Indian States
Basu, Sudip Ranjan - EconWPA - 2005
, viz, education, infrastructure, technological progress, income, etc.) and also index of good governance (by aggregating … statistical measures. Panel regression showed that governance measures, and economic policy variables are crucial to explain …
Persistent link: https://www.econbiz.de/10005556115
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Does Governance Matter?Some Evidence from Indian States
Basu, Sudip Ranjan - EconWPA - 2005
This paper attempts to propose a methodology to combine different dimensions of governance indicators into a composite … index. The governance index is computed as the weighted average of principal components of the standardized governance … indicators, where weights are variances of successive principal components. Since the notion of good governance is multi …
Persistent link: https://www.econbiz.de/10005118765