FM14 - MS2-1 Variable Annuities with Guaranteed Minimum Benefits Presentation: Daniel Bauer, Georgia State University, USA, 24 min 38 sec
FM14 - MS2-1 Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: a Study of Withdrawal Guarantees in Variable Annuities (PDF) Link: View PDF Handout
FM14 - MS2-2 Hedging Costs for Variable Annuities under Regime-Switching Presentation: Peter Forsyth, University of Waterloo, Canada, 25 min 55 sec
FM14 - MS2-2 - Hedging Costs for Variable Annuities under Regime-Switching (PDF) Link: View PDF Handout
FM14 - MS2-3 Computation of Risk Measures for Variable Annuity Guaranteed Benefits Presentation: Runhuan Feng, University of Illinois at Urbana-Champaign, USA, 24 min 16 sec
FM14 - MS2-3 Computation of Risk Measures for Variable Annuity Guaranteed Benefits (PDF) Link: View PDF Handout
FM14 - MS2-5 Optimal Initiation of a Glwb in a Variable Annuity: No Arbitrage Approach Presentation: Huaxiong Huang, York University, Canada, 24 min 40 sec
FM 14 - MS2-5 Optimal Initiation of a Glwb in a Variable Annuity: No Arbitrage Approach (PDF) Link: View PDF Handout