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Financial valuation of guaranteed minimum withdrawal benefits - MaRDI portal

Financial valuation of guaranteed minimum withdrawal benefits (Q2507939)

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scientific article
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English
Financial valuation of guaranteed minimum withdrawal benefits
scientific article

    Statements

    title
    Financial valuation of guaranteed minimum withdrawal benefits (English)
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    author
    Thomas S. Salisbury
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    Moshe Arye Milevsky
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    publication date
    5 October 2006
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    zbMATH Keywords
    portfolio insurance
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    pensions
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    annuities
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    put options
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    Asian options
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91B30
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    60H30
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    60H10
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    zbMATH DE Number
    5060799
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    OpenAlex ID
    W2101058764
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