lmpact of flexible periodic premiums on variable annuity guarantees
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20170014447 | ||
| 003 | MAP | ||
| 005 | 20170517163249.0 | ||
| 008 | 170511e20170301esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20090034792$aBernard, Carole | ||
| 245 | 1 | 0 | $almpact of flexible periodic premiums on variable annuity guarantees$cCarole Bernard, Zhenyu Cuí, and Steven Vanduffel |
| 520 | $aIn this article, we study the fair fee of a flexible premium variable annuity (FPVA), in which the policyholder can choose to pay periodic premiums during the accumulation phase instead of a single initial premium. We are able to express fair fees using a fast and accurate approximation based on bounds on the price of the FPVA. We identify scenarios that are particularly costly for the insurer. Our study could help insurers estimate the magnitude of typical underpricing when offering flexible-premium variable annuities with the same fee as the corresponding single-premium variable annuity. | ||
| 650 | 4 | $0MAPA20080551001$aGarantías | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 700 | 1 | $0MAPA20170005490$aCuí, Zhenyu | |
| 700 | 1 | $0MAPA20080650094$aVanduffel, Steven | |
| 773 | 0 | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g01/03/2017 Tomo 21 Número 1 - 2017 , p. 63-86 |