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Are Flexible Premium Variable Annuities Under-Priced?


  • Chi, Yichun
  • Lin, X. Sheldon


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  • Chi, Yichun & Lin, X. Sheldon, 2012. "Are Flexible Premium Variable Annuities Under-Priced?," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 42(02), pages 559-574, November.
  • Handle: RePEc:cup:astinb:v:42:y:2012:i:02:p:559-574_00

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    Cited by:

    1. Seyed Amir Hejazi & Kenneth R. Jackson, 2016. "A Neural Network Approach to Efficient Valuation of Large Portfolios of Variable Annuities," Papers 1606.07831,
    2. Hejazi, Seyed Amir & Jackson, Kenneth R., 2016. "A neural network approach to efficient valuation of large portfolios of variable annuities," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 169-181.
    3. repec:eee:insuma:v:81:y:2018:i:c:p:1-17 is not listed on IDEAS
    4. Gan, Guojun & Lin, X. Sheldon, 2015. "Valuation of large variable annuity portfolios under nested simulation: A functional data approach," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 138-150.
    5. Runhuan Feng & Xiaochen Jing & Jan Dhaene, 2015. "Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior," Tinbergen Institute Discussion Papers 15-008/IV/DSF85, Tinbergen Institute.
    6. Seyed Amir Hejazi & Kenneth R. Jackson & Guojun Gan, 2017. "A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities," Papers 1701.04134,
    7. repec:taf:oaefxx:v:5:y:2017:i:1:p:1326218 is not listed on IDEAS

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