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Risk based capital for guaranteed minimum withdrawal benefit - MaRDI portal

Risk based capital for guaranteed minimum withdrawal benefit (Q4555091)

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scientific article; zbMATH DE number 6981206
Language Label Description Also known as
English
Risk based capital for guaranteed minimum withdrawal benefit
scientific article; zbMATH DE number 6981206

    Statements

    title
    Risk based capital for guaranteed minimum withdrawal benefit (English)
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    author
    Runhuan Feng
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    Jan Večeř
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    publication date
    19 November 2018
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    zbMATH Keywords
    guaranteed minimum withdrawal benefit
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    variable annuity
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    risk based capital
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    Asian options
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    partial differential equations
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    finite difference
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    Identifiers

    zbMATH DE Number
    6981206
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    OpenAlex ID
    W2415221385
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