Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661)
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scientific article; zbMATH DE number 7710965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees |
scientific article; zbMATH DE number 7710965 |
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Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (English)
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12 July 2023
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surrender
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equity-linked
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variable annuity
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GMDB
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GMAB
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guaranteed minimum death benefit
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GMxB
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Lévy
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mortality
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pricing
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valuation
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lapse
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