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Analytic valuation of GMDB options with utility based asset allocation - MaRDI portal

Analytic valuation of GMDB options with utility based asset allocation (Q5042792)

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scientific article; zbMATH DE number 7607472
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English
Analytic valuation of GMDB options with utility based asset allocation
scientific article; zbMATH DE number 7607472

    Statements

    title
    Analytic valuation of GMDB options with utility based asset allocation (English)
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    author
    Eric R. Ulm
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    publication date
    26 October 2022
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    zbMATH Keywords
    variable annuities
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    guaranteed minimum death benefits
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    expected utility
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    cites work
    Q5480304
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    Identifiers

    zbMATH DE Number
    7607472
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    OpenAlex ID
    W3003783075
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