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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

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

Governance and the City: An Empirical Exploration into Global Determinants of Urban Performance

Kaufmann, Daniel; Leautier, Frannie; Mastruzzi, Massimo - EconWPA - 2004

We contribute to the field of urban governance and globalization through an empirically-based exploration of … indicators of globalization (at the country and city level), city governance, city performance (access and quality of … framework and a set of hypotheses, and then test them econometrically. The findings suggest that good governance and …

Persistent link: https://www.econbiz.de/10005062505

Governance Matters III: Governance Indicators for 1996-2002

Kaufmann, Daniel; Kraay, Aart; Mastruzzi, Massimo - EconWPA - 2003

This paper presents estimates of six dimensions of governance covering 199 countries and territories for four time … of governance, drawn from 25 separate data sources constructed by 18 different organizations. We assign these individual … measures of governance to categories capturing key dimensions of governance, and use an unobserved components model to …

Persistent link: https://www.econbiz.de/10005561191

Sustained Macroeconomic Reforms, Tepid Growth: A Governance Puzzle in Bolivia?

Kaufmann, Daniel; Mastruzzi, Massimo; Zavaleta, Diego - EconWPA - 2003

comparability, we also utilize cross-country governance indicators. …

Persistent link: https://www.econbiz.de/10005118669