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RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT - MaRDI portal

RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (Q5419641)

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scientific article; zbMATH DE number 6302683
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RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT
scientific article; zbMATH DE number 6302683

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    RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (English)
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    11 June 2014
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    financial risk
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    longevity risk
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    guaranteed annuity option
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    guaranteed minimum income benefit
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    valuation and risk analysis of embedded guarantees
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