Numerix: Understanding the Riskiness Of A GLWB Rider For FIAs
Insurance guarantees are exotic in nature because they have to take into consideration not only actuarial parameters (e.g. mortality) but have to address financial market guarantees and be tailored to more detail.
Given that exotic derivatives can be, in general, very sensitive to all kinds of modelling assumptions we immediately see that their appropriate modeling is a key for a company dealing with more and more narrow profit margins and lower returns on investments.
Cliquets/Monthly Sum
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