Published January 16, 2023 | Version v1
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401K Stable Value Protection Model

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Description

A fund model is presented for several contract subtypes involving stable value protection on 401K tax-sheltered investment plans. The model does not perform pricing, but rather makes an estimate of expected losses.  The estimation of fees received in compensation for extending the value protection is not treated in the model, although the loss estimation appears to be consistent with the detailed structure of these contracts. 

Notes

https://ia904707.us.archive.org/18/items/gicCoupon/gicCoupon.pdf

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401kFund.pdf

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