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Valuation perspectives and decompositions for variable annuities with GMWB riders - MaRDI portal

Valuation perspectives and decompositions for variable annuities with GMWB riders (Q743168)

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Valuation perspectives and decompositions for variable annuities with GMWB riders
scientific article

    Statements

    title
    Valuation perspectives and decompositions for variable annuities with GMWB riders (English)
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    author
    Menachem Wenger
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    Cody Blaine Hyndman
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    publication date
    22 September 2014
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    zbMATH Keywords
    variable annuity
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    GMWB
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    optimal stopping
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    Identifiers

    zbMATH DE Number
    6347066
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    OpenAlex ID
    W2069440683
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    arXiv ID
    1307.2562
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