In this paper, we discuss recent developments in modeling and product design of variable annuities that address key challenges in the current market, including factoring correlation into models, the impact of model selection on fair rider premiums, handling large computations, an efficient method for computing Monte Carlo VaR for GMXB portfolios, and rapid product prototyping.
Crypto Solutions
Risk.net Market Technology Awards 2018 | Actuarial Modelling Product of Year
Indonesian Wealth Management Forum 2017
Thailand Wealth Management Forum
Numerix Wins ALM Technology Provider of the Year
Buy-Side Awards 2016 | ALM Technology Provider of the Year
Risk | Move to vol-controlled funds adds new complexities for VA
SOA Equity-Based Insurance Guarantees Conference - November 14 - 15
Numerix Incorporates Expanded Real World Modeling Coverage
Numerix Signs Partnership with Risk & Actuary to Tackle Variable Annuity Market in Korea
Numerix Introduces New Attribution Profile Functionality in latest version of Leading Hedge
FIA Market Trends & Modeling Challenges: A CEB TowerGroup & Numerix Co-Presentation