The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours (Q4576977)
From MaRDI portal
scientific article; zbMATH DE number 6901762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours |
scientific article; zbMATH DE number 6901762 |
Statements
The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours (English)
0 references
11 July 2018
0 references
variable annuities
0 references
GMWB
0 references
dynamic approach
0 references
Lévy processes
0 references
policyholder's behaviour
0 references
0 references
0 references
0 references
0 references
0 references
