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Tables of Contents for Investment Guarantees
Chapter/Section Title
Page #
Page Count
Introduction.
Investment Guarantees.
Modeling Long-Term Stock Return.
Maximum Likelihood Estimation for Stock Return Models.
The Left-Tail Calibration Method.
Markov Chain Monte Carlo (MCMC) Estimation.
Modeling the Guarantee Liability.
A Review of Option Pricing Theory.
Dynamic Hedging for Separate Account Guarantees.
Risk Measures.
Emerging Cost Analysis.
Forecast Uncertainty.
Guaranteed Annuity Options.
Equity-Indexed Annuities.
Appendix A: Mortality and Survival Probabilities.
Appendix B: The GMAB Option Price.
Appendix C: Actuarial Notation.
Appendix D: References.
Index.