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Real-world interest rate models in a low interest rate environment
implications for interest- sensitive life insurance and annuity products. For instance: • Sustained low interest ... policies issued between 2003 and 2015. The following table sum- marizes the interest rate guarantees by issue ...- Authors: Marshall Lin, Jean-Philippe Larochelle, Francisco Orduna
- Date: Dec 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models