Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods (Q6156163)
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scientific article; zbMATH DE number 7695046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods |
scientific article; zbMATH DE number 7695046 |
Statements
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods (English)
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12 June 2023
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variable annuity
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guaranteed minimum maturity/accumulation benefit
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Volterra integral equation
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randomized trapezoidal quadrature
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lattice model
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Monte Carlo simulation
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