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.

 
 

Download White Paper

Complete the form below to download this complimentary white paper.

Select Form: 

Form #5: Research

Keep me informed of future research from Numerix:

Sign me up to receive "Thinking Derivatively" monthly newsletter by Numerix:

* Required fields
news - article pdf - Dec 14, 2017

Risk.net Market Technology Awards 2018 | Actuarial Modelling Product of Year

industry conference

Indonesian Wealth Management Forum 2017

conference, industry conference

Thailand Wealth Management Forum

press release - Dec 1, 2016

Numerix Wins ALM Technology Provider of the Year

news - article pdf - Dec 8, 2016

Buy-Side Awards 2016 | ALM Technology Provider of the Year

in the news - Oct 31, 2016

Risk | Move to vol-controlled funds adds new complexities for VA

industry conference

SOA Equity-Based Insurance Guarantees Conference - November 14 - 15

press release - Jan 6, 2016

Numerix Incorporates Expanded Real World Modeling Coverage

press release - Dec 2, 2015

Numerix Signs Partnership with Risk & Actuary to Tackle Variable Annuity Market in Korea

video blog

Addressing the Variable Annuity Market in Korea

press release - Nov 3, 2015

Numerix Introduces New Attribution Profile Functionality in latest version of Leading Hedge

on-demand webinar

FIA Market Trends & Modeling Challenges: A CEB TowerGroup & Numerix Co-Presentation