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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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Trade and Environment in the WTO : Negotiating Options for Developing Countries
Kumar, Sanjay; Chowdhury, Nupur - East Asian Bureau of Economic Research (EABER) - 2005
The debate on the trade related environment issues has intensified in the Doha Round at WTO. The idea is to ensure … Trade and Environment and the Committee on Trade and Development at the WTO were asked to act as a forum in which the … approach the trade and environment debate in a new dimension. The project based approach instead of the usual list based …
Persistent link: https://www.econbiz.de/10009363930
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Impact of Mandatory IFRS Adoption on Conditional Conservatism in Europe
André, Paul; Filip, Andrei; Paugam, Luc - HAL - 2013
conservatism across our three measures. While there is no change in weak enforcement/governance countries which remain less … conditionally conservative than strong enforcement/governance countries, the latter exhibit a significant decrease. Further, we …
Persistent link: https://www.econbiz.de/10010820448