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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 governance of the World Bank : analysis and implications of the decisional power of the G10
Foch, Arthur - HAL - 2007
This article discusses the World Bank's formal rules of governance. It states that theoretically, each of the World … and their attached conditions. In the second place, four features of the World Bank's governance which protect and re … rules of governance give the G10 the voting weight at all three levels of decision making but several governing features …
Persistent link: https://www.econbiz.de/10010750930
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Explaining the G7 and G10's influence on World Bank decisions: The role of formal and informal rules of governance
Foch, Arthur - HAL - 2013
on interviews with WB officials and an examination of WB formal and informal rules of governance, I show how G7 …
Persistent link: https://www.econbiz.de/10011026037