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Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal - MaRDI portal

Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980)

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Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal
scientific article

    Statements

    title
    Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (English)
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    author
    Tarik Ben Zineb
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    Emmanuel Gobet
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    publication date
    9 March 2017
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    zbMATH Keywords
    closed formulas
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    analytical approximations
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    guaranteed minimum withdrawal benefit (GMWB)
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    error estimates
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    cites work
    Q4433608
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    Q4226355
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G20
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    91G60
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    zbMATH DE Number
    6693308
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    OpenAlex ID
    W2592560274
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