Search results for "Embedded option"

showing 3 items of 3 documents

Designing Guarantee Options in Defined Contribution Pension Plans

2015

The shift from defined benefit (DB) to defined contribution (DC) is pervasive among pension funds, due to demographic changes and macroeconomic pressures. In DB all risks are borne by the provider, while in plain vanilla DC all risks are borne by the beneficiary. For DC to provide income security some kind of guarantee is required. A minimum guarantee clause can be modeled as a put option written on some underlying reference portfolio of assets and we develop a discrete model that optimally selects the reference portfolio to minimise the cost of a guarantee. While the relation DB-DC is typically viewed as a binary one, the model can be used to price a wide range of guarantees creating a con…

PensionActuarial scienceYardstickEconomicsAsset allocationPortfolioAsset (economics)Put optionEmbedded optionStochastic programmingSSRN Electronic Journal
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Designing and pricing guarantee options in defined contribution pension plans

2015

Abstract The shift from defined benefit (DB) to defined contribution (DC) is pervasive among pension funds, due to demographic changes and macroeconomic pressures. In DB all risks are borne by the provider, while in plain vanilla DC all risks are borne by the beneficiary. However, for DC to provide income security some kind of guarantee is required. A minimum guarantee clause can be modeled as a put option written on some underlying reference portfolio and we develop a discrete model that selects the reference portfolio to minimize the cost of a guarantee. While the relation DB–DC is typically viewed as a binary one, the model shows how to price a wide range of guarantees creating a continu…

Statistics and ProbabilityPensions; Minimum guarantee; Defined benefit; Defined contribution; Embedded options; Risk sharing; Portfolio selection; Stochastic programmingRisk sharingEconomics and EconometricsPensionActuarial scienceComputer sciencePensionStochastic programmingAsset allocationMinimum guaranteeEmbedded optionPortfolio selectionEmbedded optionStochastic programmingDefined contributionSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.Defined benefitValuation of optionsPortfolioAsset (economics)Statistics Probability and UncertaintyPut optionInsurance: Mathematics and Economics
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Pricing the Option to Surrender in Incomplete Markets

2010

New international accounting standards require insurers to reflect the value of embedded options and guarantees in their products. Pricing techniques based on the Black and Scholes paradigm are often used; however, the hypotheses underneath this model are rarely met. We propose a framework that encompasses the most known sources of incompleteness. We show that the surrender option, joined with a wide range of claims embedded in insurance contracts, can be priced through our tool, and deliver hedging portfolios to mitigate the risk arising from their positions. We provide extensive empirical analysis to highlight the effect of incompleteness on the fair value of the option.

Economics and EconometricsActuarial scienceEmbedded optionSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.Valuation of optionsAccountingInsurance policyIncomplete marketsFair valueLife insuranceValue (economics)EconomicsAsian optionSurrenderLife insurance policies with minimum guarantee option pricing incomplete markets surrender optionsFinanceLife insurance; Policies with minimum guarantee; Option pricing; Incomplete markets; Surrender options
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