Gordon Klein
Chicago, IL, US
Publications
Read their latest work
Article
Understanding and modeling interest rate sensitivity on fixed index annuity
20 December 2025 - by Gordon Klein, Ricardo Trachtman, Hanbo Zhang
To model the interest rate impact on FIA products, insurers need to balance industry intelligence with the uniqueness of their own block.
Article
指数連動型定額年金における金利感応度を理解しモデリング
20 December 2025 - by Gordon Klein, Ricardo Trachtman, Hanbo Zhang
FIA商品に対する金利の影響をモデル化するには、保険会社は業界の知見と自社の契約群の独自性とのバランスを取る必要があります。
Article
特別条件体賠償金支払年金―最良推計死亡率：修正対数線形逓減法のサポート
23 November 2022 - by Gordon Klein, Cameron Denker
修正対数線形逓減法が、SSSA経験調査データから死亡率前提条件を構築する最良の方法であることを証明
Article
Substandard Structured Settlement Annuities - Best estimate mortality: Support for the Modified Log-Linear Declining method
23 November 2022 - by Gordon Klein, Cameron Denker
The modified log-linear declining method proves to be the best way for developing a mortality assumption from SSSA experience study data.