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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

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

How does external debt impact democratization? Evidence from developing countries

Combes, Jean-Louis; OUEDRAOGO, Rasmané - HAL - 2014

In this paper we empirically discuss whether or not external debt affects country's governance. Indeed, indebted … countries need some political governance reforms in order to send out a positive signal to international financial community and … costs to political governance. Our study focuses on the period 1985-2011 and spans 103 developing countries. To deal with …

Persistent link: https://www.econbiz.de/10010899443