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Advanced Search Results For "VARIABLE annuities"

1 - 10 of 5,703 results for
 "VARIABLE annuities"
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Conflicting Interests and the Effect of Fiduciary Duty: Evidence from Variable Annuities.

Publication Type: Academic Journal

Source(s): Review of Financial Studies. Dec2022, Vol. 35 Issue 12, p5334-5386. 53p.

Abstract: We examine the variable annuity market to study conflicts of interest and the effect of fiduciary duty in brokerage markets. Insurers typically pay brokers higher commissions for selling more expensive annuities. Our results indicate that sales are fou...

Insurers as Asset Managers and Systemic Risk.

Publication Type: Academic Journal

Source(s): Review of Financial Studies; Dec2022, Vol. 35 Issue 12, p5483-5534, 52p

Abstract: Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

Variable annuity pricing, valuation, and risk management: a survey.

Publication Type: Academic Journal

Source(s): Scandinavian Actuarial Journal. Dec2022, Vol. 2022 Issue 10, p867-900. 34p.

Abstract: Variable annuity is arguably the most complex individual retirement planning product in the financial market. Its intricacy stems from a variety of product features including investment options, guaranteed benefits, withdrawal options, etc. In many way...

Piecewise linear boundary crossing probabilities, barrier options, and variable annuities.

Publication Type: Academic Journal

Source(s): Journal of Futures Markets. Dec2022, Vol. 42 Issue 12, p2248-2272. 25p.

Abstract: Barrier options have been instrumental in satisfying various market demands. This paper introduces piecewise linear barrier options and provides their pricing formulas. To this end, we establish the analytical piecewise linear boundary crossing probabi...

Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk.

Publication Type: Academic Journal

Source(s): Applied Stochastic Models in Business & Industry. Nov2022, Vol. 38 Issue 6, p1019-1038. 20p.

Abstract: Pricing a variable annuity (VA) is traditionally based on models with standard Brownian motion (BM). The assumption of independent increments in the BM is not always realistic as the price process of the risky assets exhibit a long‐range dependency. To...

Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model.

Publication Type: Academic Journal

Source(s): Methodology & Computing in Applied Probability. Jun2022, Vol. 24 Issue 2, p963-990. 28p.

Abstract: This article investigates the valuation of annuity guarantees under a regime-switching model when the dynamics of the underlying stock price follow a self-exciting switching jump-diffusion process. In this framework, we add a jump component to a regime...

It's RILA time: An introduction to registered index‐linked annuities.

Publication Type: Academic Journal

Source(s): Journal of Risk & Insurance. Jun2022, Vol. 89 Issue 2, p339-369. 31p. 3 Charts, 3 Graphs.

Abstract: Registered index‐linked annuities (RILAs) are increasingly popular equity‐based retirement savings products offered by US life insurance companies. They combine features of fixed‐index annuities and traditional variable annuities (TVAs), offering inves...

Dynamic importance allocated nested simulation for variable annuity risk measurement.

Publication Type: Academic Journal

Source(s): Annals of Actuarial Science. Jul2022, Vol. 16 Issue 2, p319-348. 30p.

Abstract: Estimating tail risk measures for portfolios of complex variable annuities is an important enterprise risk management task which usually requires nested simulation. In the nested simulation, the outer simulation stage involves projecting scenarios of k...

Locking in Income From Your 401(k).

Publication Type: Periodical

Source(s): Kiplinger's Personal Finance. Jul2022, Vol. 76 Issue 7, p54-57. 4p. 1 Cartoon or Caricature.


Abstract: That kind of vetting could also give annuities offered through retirement plans an edge over annuities purchased on the retail market, providers say. THE FINE PRINT Although lower costs and portability could make annuities offered through retirement pl...

Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees.

Publication Type: Academic Journal

Source(s): Methodology & Computing in Applied Probability. Jun2022, Vol. 24 Issue 2, p1021-1049. 29p.

Abstract: We study a portfolio optimization problem involving the loss averse policyholder of a variable annuity with a guaranteed minimum maturity benefit. This financial guarantee is financed via a fee withdrawn directly from the investment account, which impa...